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Subject
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MACD indicator 2 RVI indicator 1 crude oil forecasting 1 crude oil futures trade 1 crude oil markets 1 financial market 1 investment strategy 1 multiple kernel learning 1 technical analysis 1
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Online availability
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Free 2
Type of publication
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Article 2
Language
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Undetermined 2
Author
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Andjelic, Goran 1 Deng, Shangkun 1 Eric, Dejan 1 Redzepagic, Srdjan 1 Sakurai, Akito 1
Published in...
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Energies 1 Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics 1
Source
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RePEc 2
Showing 1 - 2 of 2
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Crude Oil Spot Price Forecasting Based on Multiple Crude Oil Markets and Timeframes
Deng, Shangkun; Sakurai, Akito - In: Energies 7 (2014) 5, pp. 2761-2779
(MACD) indicator, for extracting features from original spot prices. Additionally, we factored in the possibility that …
Persistent link: https://www.econbiz.de/10011031257
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Application of MACD and RVI indicators as functions of investment strategy optimization on the financial market
Eric, Dejan; Andjelic, Goran; Redzepagic, Srdjan - In: Zbornik radova Ekonomskog fakulteta u … 27 (2009) 1, pp. 171-196
The determination of trends and prediction of stock prices is one of the main tasks of the MACD (Moving Average Convergence Divergence) and the RVI (Relative Volatility Index) indicators of the technical analysis. The research covers the sample representing stocks which are continually traded on...
Persistent link: https://www.econbiz.de/10010776387
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