Search Results - subject:"Simple Moving Average"

An empirical analysis of a stock market index of a developing country: Case of the main index of the Casablanca Stock Exchange MASI

Zaimi, Wiam - In: Global Business & Finance Review (GBFR) 27 (2022) 4, pp. 1-16

the case of The Moroccan financial market. The second method focuses on the technique of "simple moving average" as a … moving average to identify trends, their strength and buy / sell signals, using some techniques known in this field, in order …) process cannot adequately model MASI fluctuation. However, the results of the second method affirm the utility of the simple …

Persistent link: https://www.econbiz.de/10015098860

An empirical analysis of a stock market index of a developing country : case of the main index of the Casablanca Stock Exchange MASI

Zaimi, Wiam - In: Global business and finance review 27 (2022) 4, pp. 1-16

Persistent link: https://www.econbiz.de/10013433500

Effective crude oil prediction using CHS-EMD decomposition and PS-RNN model

Usha Ruby, A.; Chaithanya, B. N.; Patil, Renuka - In: Computational economics 64 (2024) 2, pp. 1295-1314

Persistent link: https://www.econbiz.de/10015078090

Optimal trend-following with transaction costs

Zakamulin, Valeriy; Giner, Javier - In: International review of financial analysis 90 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014470604

Applying a combined max-min simple moving average trading strategy to market indexes

Ren, Louie; Ren, Peter - In: Economics, management and financial markets 13 (2018) 2, pp. 11-23

Persistent link: https://www.econbiz.de/10011891646

What's so special about time series momentum?

Cai, Haotian; Schmidt, Anatoly B. - In: The journal of investment strategies 9 (2020) 2, pp. 33-43

Persistent link: https://www.econbiz.de/10012597142

Testing the Weak-Form Market Eficiency of the Euronext Wheat

DinicÄƒ, Mihai Cristian; Erica Cristina (Balea) DinicÄƒ - In: Romanian Economic Journal 18 (2015) 55, pp. 25-38

Using a trading system based on various simple moving average crossings, the paper examines the weak-form market …

Persistent link: https://www.econbiz.de/10011241654

Downstream demand inference in decentralized supply chains

Tliche, Y.; Taghipour, A.; Canel-Depitre, B. - In: European journal of operational research : EJOR 274 (2019) 1, pp. 65-77

Persistent link: https://www.econbiz.de/10011989978

Dynamic stop-loss rules as universal performance enhancers

Thomakos, Dimitrios D.; Yahlomi, Rafael - In: Investment management and financial innovations 15 (2018) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10012055066

Old dog, new tricks : a modelling view of simple moving averages

Svetunkov, Ivan; Petropoulos, Fotios - In: International journal of production research 56 (2018) 18, pp. 6034-6047

Persistent link: https://www.econbiz.de/10011946789