Similar Search Results - EconBiz

Testing the adaptive efficiency of US stock markets : a genetic programming approach

Miles, Stan; Smith, Barry J. - In: Journal of business & economics research 8 (2010) 11, pp. 87-112

Persistent link: https://www.econbiz.de/10008772606

Spanning analysis of stock market anomalies under prospect stochastic dominance

Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas - In: Management science : journal of the Institute for … 70 (2024) 9, pp. 6002-6025

Persistent link: https://www.econbiz.de/10015137989

Spanning analysis of stock market anomalies under prospect stochastic dominance

Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas - 2020 - This version: April 2020

We develop and implement methods for determining whether introducing new securities or relaxing investment constraints improves the investment opportunity set for prospect investors. We formulate a new testing procedure for prospect spanning for two nested portfolio sets based on subsampling and...

Persistent link: https://www.econbiz.de/10012219063

Toward a computable approach to the efficient market hypothesis : an application of genetic programming

Chen, Shu-Heng - In: Journal of economic dynamics & control 21 (1997) 6, pp. 1043-1063

Persistent link: https://www.econbiz.de/10001335979

Building technical trading system with genetic programming : a new method to test the efficiency of Chinese stock markets

Qu, Hui (contributor); Li, Xindan (contributor) - In: Computational economics 43 (2014) 3, pp. 301-311

Persistent link: https://www.econbiz.de/10010258818

DEA-risk efficiency and stochastic dominance efficiency of stock indices

Branda, Martin; Kopa, Miloš - In: Finance a úvěr 62 (2012) 2, pp. 106-124

Persistent link: https://www.econbiz.de/10009740503

Dynamical agent's strategies and the fractal market hypothesis

Vácha, Lukáš; Vošvrda, Miloslav S. - In: Prague economic papers : a bimonthly journal of … 14 (2005) 2, pp. 163-170

Persistent link: https://www.econbiz.de/10002909142

Front-running scalping strategies and market manipulation : why does high-frequency trading need stricter regulation?

Manahov, Viktor - In: The financial review : the official publication of the … 51 (2016) 3, pp. 363-402

Persistent link: https://www.econbiz.de/10011550911

One-dimensional cutting stock optimization : the case of a low ratio between stock and order lengths

Gradišar, Miro - 2006

Persistent link: https://www.econbiz.de/10008657671

Moment problems via semidefinite programming : applications in probability and finance

Popescu, Ioana; Bertsimas, Dimitris - 2000

Persistent link: https://www.econbiz.de/10001497375

A service of the