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~isPartOf:"Research paper series / Swiss Finance Institute"
~subject:"Prognoseverfahren"
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Cascading logistic regression onto gradient boosted decision trees to predict stock market changes using technical analysis
Zhou, Feng
;
Zhang, Qun
;
Sornette, Didier
;
Jiang, Liu
-
2018
, Maximum Drawdown, Sharpe Ratio and Average Annualized Return/Maximum Drawdown. When
transaction
costs
and buy-sell thresholds …
Persistent link: https://www.econbiz.de/10011900252
Saved in:
2
Technical trading revisited : false discoveries, persistence tests, and
transaction
costs
Bajgrowicz, Pierre
;
Scaillet, Olivier
-
2009
-
This version: Sept. 2009
-performing rules. Moreover, even in-sample, the performance is completely o set by the introduction of low
transaction
costs
. Overall …
Persistent link: https://www.econbiz.de/10003961414
Saved in:
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