Using realistic trading strategies in an agent-based stock market model
Sign Up to like & getrecommendations! Published in 2018 at "Computational and Mathematical Organization Theory"
DOI: 10.1007/s10588-017-9258-0
Abstract: The use of agent-based models (ABMs) has increased in the last years to simulate social systems and, in particular, financial markets. ABMs of financial markets are usually validated by checking the ability of the model… read more here.
Keywords: realistic trading; stock market; model; agent based ... See more keywords
Effective Fuzzy System for Qualifying the Characteristics of Stocks by Random Trading
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Fuzzy Systems"
DOI: 10.1109/tfuzz.2021.3105192
Abstract: Trading strategies can be divided into two categories, i.e., those with momentum characteristic and those that appear contrarian. The characteristics of trading strategies have been widely studied; however, there has been relatively little work on… read more here.
Keywords: system; trading; classification; trading strategies ... See more keywords
Examining Trading Strategies Using Trend Following Indicators for Indonesian Stock Market
Sign Up to like & getrecommendations! Published in 2020 at "International Journal of Trade and Global Markets"
DOI: 10.1504/ijtgm.2020.10023148
Abstract: This study aims to examine the reliability of the technical analysis (TA) approach in Indonesian stock exchanges, specifically moving-average trading rule to determine buy/sell signals. Using ten-year data from 2008-2017, our study examines various exponential… read more here.
Keywords: indonesian stock; examining trading; indicators indonesian; trading strategies ... See more keywords
The Way to Invest: Trading Strategies Based on ARIMA and Investor Personality
Sign Up to like & getrecommendations! Published in 2022 at "Symmetry"
DOI: 10.3390/sym14112292
Abstract: In the field of financial investment, accurate prediction of financial market values can increase investor profits. Investor personality affects specific portfolio solutions, which keeps them symmetrical in the process of investment competition. However, information is… read more here.
Keywords: investor; trading strategies; investor personality; model ... See more keywords