RISK ADJUSTED RETURNS AND TECHNICAL TRADING RULES FROM DATA PROJECTION
| Year of publication: |
2002-07-01
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| Authors: | Marney J.P. ; Fyfe C. ; Tarbert H. |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Technical Trading | Neural Networks | EMH | Factor Analysis | Independent Components Analysis | Principal Components Analysis | Complexity Pursuit |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 53 |
| Classification: | G0 - Financial Economics. General |
| Source: |
Persistent link: https://www.econbiz.de/10005345402