المؤلفون: Cristiana Tudor, Robert Sova

المصدر: IEEE Access, Vol 12, Pp 87633-87644 (2024)

مصطلحات موضوعية: Algorithmic trading, decision support system, financial markets, trading performance, trading signals, Electrical engineering. Electronics. Nuclear engineering, TK1-9971

وصف الملف: electronic resource

Relation: https://ieeexplore.ieee.org/document/10568153/; https://doaj.org/toc/2169-3536

URL الوصول: https://doaj.org/article/f68a0913e4a44405a3b1346828dc0851

المؤلفون: Yingjun Chen, Zhigang Zhu

المصدر: IEEE Access, Vol 11, Pp 15184-15197 (2023)

مصطلحات موضوعية: Piecewise linear representation (PLR), convolutional neural network (CNN), long short-term memory (LSTM), trading signals detection, Electrical engineering. Electronics. Nuclear engineering, TK1-9971

وصف الملف: electronic resource

Relation: https://ieeexplore.ieee.org/document/10043675/; https://doaj.org/toc/2169-3536

URL الوصول: https://doaj.org/article/c304065e7acb4dfdb5ed33632000f5d3

المؤلفون: Oluwafemi F. Olaiyapo

المصدر: Review of Business and Economics Studies, Vol 11, Iss 4, Pp 84-94 (2023)

مصطلحات موضوعية: forex market, sentiment, trading signals, foreign exchange, currencies, social media, naïve bayes, machine learning, Economics as a science, HB71-74, Business, HF5001-6182

وصف الملف: electronic resource

Relation: https://rbes.fa.ru/jour/article/view/304/229; https://doaj.org/toc/2308-944X; https://doaj.org/toc/2311-0279

URL الوصول: https://doaj.org/article/bc3d2e7960c145668d6d71f0c211b603

المؤلفون: Yingjun Chen, Zhigang Zhu

المصدر: Entropy; Volume 25; Issue 2; Pages: 279

مصطلحات موضوعية: improved particle swarm optimization (IPSO), feature-weighted support vector machine (FW-WSVM), trading signals forecasting

وصف الملف: application/pdf

Relation: Signal and Data Analysis; https://dx.doi.org/10.3390/e25020279

الاتاحة: https://doi.org/10.3390/e25020279

المؤلفون: Erdemlioglu, Deniz, Petitjean, Mikael, Vargas, Nicolas

المساهمون: UCL - SSH/LIDAM/LFIN - Louvain Finance

المصدر: Economic Modelling, Vol. 102, p. 105592 (2021)

مصطلحات موضوعية: Market instability, Jumps, Volatility, Trading signals, Technical analysis, High-frequency data, NASDAQ, Sectoral analysis, Small-cap stocks

Relation: boreal:250451; http://hdl.handle.net/2078.1/250451; urn:ISSN:0264-9993

الاتاحة: http://hdl.handle.net/2078.1/250451
https://doi.org/10.1016/j.econmod.2021.105592

المؤلفون: Cristian PAUNA

المصدر: Informatică economică, Vol 23, Iss 2, Pp 25-33 (2019)

مصطلحات موضوعية: Financial markets, Breakout strategy, Turtle strategy, Trading signals, Algorithmic trading, High-frequency trading, Automated trading systems, Computer engineering. Computer hardware, TK7885-7895, Bibliography. Library science. Information resources

وصف الملف: electronic resource

Relation: http://revistaie.ase.ro/content/90/03%20-%20pauna.pdf; https://doaj.org/toc/1453-1305; https://doaj.org/toc/1842-8088

URL الوصول: https://doaj.org/article/13f1728e6757404b91d71abf4f964db2

المؤلفون: Hjort, Måns, Bapkas, Anton

مصطلحات موضوعية: Bachelor thesis, Swedish Stock Market, Finance, Insider trading, Predictive model, Quantitative analysis, Regression analysis, Trading signals, Efficient market hypothesis, CAPM, Fama-French model, Business Administration, Företagsekonomi

وصف الملف: application/pdf

الاتاحة: http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-231698

المؤلفون: Muni Toke, Ioane, Yoshida, Nakahiro

المساهمون: Mathématiques et Informatique pour la Complexité et les Systèmes (MICS), CentraleSupélec, Graduate school of mathematics, The University of Tokyo (UTokyo)

المصدر: ISSN: 1469-7688.

مصطلحات موضوعية: order book models, point processes, Cox model, spread, imbalance, ratio model, trading signals, Cox processes, Hawkes processes, ratio models, [QFIN.ST]Quantitative Finance [q-fin]/Statistical Finance [q-fin.ST], [QFIN.TR]Quantitative Finance [q-fin]/Trading and Market Microstructure [q-fin.TR]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/1805.06682; hal-01799398; https://hal-centralesupelec.archives-ouvertes.fr/hal-01799398; https://hal-centralesupelec.archives-ouvertes.fr/hal-01799398v3/document; https://hal-centralesupelec.archives-ouvertes.fr/hal-01799398v3/file/1805.06682.pdf; ARXIV: 1805.06682

الاتاحة: https://hal-centralesupelec.archives-ouvertes.fr/hal-01799398
https://hal-centralesupelec.archives-ouvertes.fr/hal-01799398v3/document
https://hal-centralesupelec.archives-ouvertes.fr/hal-01799398v3/file/1805.06682.pdf
https://doi.org/10.1080/14697688.2019.1637927

المؤلفون: Mattia Vicari, Mauro Gaspari

المساهمون: Mattia Vicari, Mauro Gaspari

المصدر: Ai & Society

مصطلحات موضوعية: sentiment analysi, Computer science, Process (engineering), 02 engineering and technology, computer.software_genre, NLP, Sentiment analysis, Artificial Intelligence, 020204 information systems, Machine learning, 0202 electrical engineering, electronic engineering, information engineering, Open Forum, Trading strategies, Trading strategy, Market sentiment, Algorithmic trading, Point (typography), business.industry, Deep learning, Natural language processing, Human-Computer Interaction, Philosophy, Trading, 020201 artificial intelligence & image processing, Artificial intelligence, trading signal, business, Trading signals, computer, Sentence

وصف الملف: ELETTRONICO

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8d1c1d087a3387b58302609b01e9d21a
http://europepmc.org/articles/PMC7701378

المؤلفون: Дышаев, Михаил Михайлович, Соколинская, Ирина Михайловна

المساهمون: Исследование выполнено при финансовой поддержке РФФИ в рамках научного проекта № 12-01-00452 и Фонда содействия развитию малых форм предприятий в научно-технической сфере в рамках проекта № 11533р/20979.

المصدر: Computational Mathematics and Software Engineering; Том 2, № 4 (2013); 103-108 ; Вычислительная математика и информатика; Том 2, № 4 (2013); 103-108 ; 2410-7034 ; 2305-9052

مصطلحات موضوعية: problem of strong separability, Fejer mapping, adaptive moving average of Kaufman, trading signals for robot, задача сильной отделимости, фейеровское отображение, адаптивная скользящая средняя Кауфмана, торговые сигналы для робота

وصف الملف: application/pdf

Relation: https://vestnik.susu.ru/cmi/article/view/1387/1351; https://vestnik.susu.ru/cmi/article/view/1387

الاتاحة: https://vestnik.susu.ru/cmi/article/view/1387
https://doi.org/10.14529/cmse130408

المؤلفون: Cristian Păuna

المصدر: Review of Economic and Business Studies, Vol 11, Iss 2, Pp 9-20 (2018)

مصطلحات موضوعية: limit conditions (lc), 050208 finance, Computer science, 05 social sciences, computer.software_genre, algorithmic trading (at), Microeconomics, automated trading software (ats), Economics as a science, 0502 economics and business, financial markets (fm), Limit (mathematics), 050207 economics, Algorithmic trading, Business management, computer, HB71-74, trading signals (ts)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::057a12646535537f0d220859dbf817cc
https://doaj.org/article/3341124a977e4819998096a4c509ccd6

المؤلفون: Havlovic, Štěpán

المساهمون: Gangur Mikuláš, Doc. RNDr. Ph.D., Vacek Jiří, Doc. Ing. Ph.D.

مصطلحات موضوعية: obchodní strategie, backtrader, obchodní signály, webová aplikace, dash, mysql, python, sentiment, zpravodajské weby, sociální sítě, trading strategy, trading signals, web application, news sites, social networks

وصف الملف: 104 s. (163 102 znaků); application/pdf

Relation: 85715; http://hdl.handle.net/11025/44690

الاتاحة: http://hdl.handle.net/11025/44690

المؤلفون: Acero Ríos, Esstefanía

المساهمون: Ramirez, Hugo E.

المصدر: T. Andersen and T. Bollerslev. Answering the skeptics: Yes, standard volatility models do provide accurate forecasts. International Economic Review, 39(4):885{905, 1998.
A.-N. Balta and R. Kosowski. Improving time-series momentum strategies: The role of trading signals and volatility estimators. 2012.
O. E. Barndor-Nielsen and N. Shephard. Econometric analysis of realized volatility and its use in estimating stochastic volatility models. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 64(2):253{280, 2002.
A. C. Bryhn and P. H. Dimberg. An operational de nition of a statistically meaningful trend. PLOS ONE, 6:1{9, 04 2011.
M. B. Garman and M. J. Klass. On the estimation of security price volatilities from historical data. The Journal of Business, 53(1):67{78, 1980.
P. Hansen and A. Lunde. Realized variance and market microstructure noise. Journal of Business and Economic Statistics, 24:127{161, 2006.
M. Parkinson. The extreme value method for estimating the variance of the rate of return. The Journal of Business, 53(1):61{65, 1980.
C. Pirrong. Momentum in futures markets. SSRN Electronic Journal, 02 2005. doi: 10.2139/ ssrn.671841.
T. J.Moskowitz, Y. H. Ooi, and L. H. Pedersen. Time series momentum. JournalofFinan-cialEconomics, 104(3):228{250, 2012.
L. C. G. Rogers and S. E. Satchell. Estimating variance from high, low and closing prices. Ann. Appl. Probab., 1(4):504{512, 11 1991. doi: 10.1214/aoap/1177005835.
M. W Brandt and J. Kinlay. Estimating historical volatility. 01 2005.
D. Yang and Q. Zhang. Drift-independent volatility estimation based on high, low, open, and close prices. The Journal of Business, 73(3):477{91, 2000.
Repositorio EdocUR-U. Rosario
Universidad del Rosario
instacron:Universidad del Rosario

مصطلحات موضوعية: Time Series Momentum, Modelos matemáticos, Tasa de retorno, Economía financiera, Volatility Estimation, Portafolio Turnover, Trend-following, Análisis de inversiones, Volatilidad, Trading Signals

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f317d51cfd87106c43cc853bba303030

المؤلفون: Ioane Muni Toke, Nakahiro Yoshida

المساهمون: Mathématiques et Informatique pour la Complexité et les Systèmes (MICS), CentraleSupélec, Graduate school of mathematics, The University of Tokyo (UTokyo)

المصدر: Quantitative Finance
Quantitative Finance, Taylor & Francis (Routledge), In press, ⟨10.1080/14697688.2019.1637927⟩
Quantitative Finance, Taylor & Francis (Routledge), 2020, 20 (1), pp.81-98. ⟨10.1080/14697688.2019.1637927⟩

مصطلحات موضوعية: spread, Information Criteria, ratio model, ratio models, Point process, trading signals, FOS: Economics and business, Order (exchange), Consistency (statistics), 0502 economics and business, order book models, Applied mathematics, 050207 economics, [QFIN.TR]Quantitative Finance [q-fin]/Trading and Market Microstructure [q-fin.TR], point processes, Mathematics, Statistical Finance (q-fin.ST), Quantitative Finance - Trading and Market Microstructure, 050208 finance, imbalance, Model selection, 05 social sciences, Quantitative Finance - Statistical Finance, Estimator, Maximization, [QFIN.ST]Quantitative Finance [q-fin]/Statistical Finance [q-fin.ST], Trading and Market Microstructure (q-fin.TR), Cox processes, Quasi-likelihood, Cox model, General Economics, Econometrics and Finance, Hawkes processes, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3770193eb2cfce73b1c8e1222e6cd185
https://hal-centralesupelec.archives-ouvertes.fr/hal-01799398

المؤلفون: Holovský, Marek

المساهمون: Vávra, Oldřich, Koudelka, Jan

مصطلحات موضوعية: signály pro obchodování, Digitální marketing, marketingová strategie, kryptoměna, Digital marketing, marketing strategy, cryptocurrency, trading signals

وصف الملف: application/pdf

Relation: https://vskp.vse.cz/eid/90046

الاتاحة: https://vskp.vse.cz/eid/90046

المؤلفون: Ni, Yen-sen

مصطلحات موضوعية: Contrarian strategies, Momentum strategies, Technical trading rules, Trading signals, Clean energy indices

وصف الملف: 110 bytes; text/html

Relation: Energy 272, 127113; 全文連結 https://www.sciencedirect.com/science/article/pii/S0360544223005078; https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125121; https://tkuir.lib.tku.edu.tw/dspace/bitstream/987654321/125121/1/index.html

الاتاحة: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/125121
https://doi.org/10.1016/j.energy.2023.127113
https://tkuir.lib.tku.edu.tw/dspace/bitstream/987654321/125121/1/index.html

المؤلفون: Pier Giuseppe Giribone, Simone Ligato, Francesco Penone

المساهمون: Giribone, PIER GIUSEPPE, Ligato, Simone, Penone, Francesco

مصطلحات موضوعية: Machine Learning, Artificial Intelligence, Feedforward Neural Network, Dynamic Artificial Neural Network, NAR, NARX, Time series forecasting, FinTech, Automatic Trading System, Mechanic Trading Signals, Technical Analysis

وصف الملف: ELETTRONICO

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000455945000007; volume:5; firstpage:1850037-1; lastpage:1850037-44; numberofpages:44; journal:INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING; https://hdl.handle.net/11567/1117608

الاتاحة: https://hdl.handle.net/11567/1117608
https://doi.org/10.1142/S2424786318500378

المؤلفون: Madiga Bala Dastagiri, Anjani Sneha Vajrala

مصطلحات موضوعية: Trading Signals, Agriculture, WTO, Stakeholders, Decision Making, World

Relation: Not Available; http://krishi.icar.gov.in/jspui/handle/123456789/28271

الاتاحة: http://krishi.icar.gov.in/jspui/handle/123456789/28271

المؤلفون: Francesco Penone, Pier Giuseppe Giribone, Simone Ligato

المصدر: International Journal of Financial Engineering. :1850037

مصطلحات موضوعية: Computer science, Machine Learning, Artificial Intelligence, Feedforward Neural Network, Dynamic Artificial Neural Network, NAR, NARX, Time series forecasting, FinTech, Automatic Trading System, Mechanic Trading Signals, Technical Analysis, Automatic Trading System, Machine learning, computer.software_genre, Dynamic Artificial Neural Network, Machine Learning, FinTech, Artificial Intelligence, 0502 economics and business, 050207 economics, Time series, Feedforward Neural Network, Nonlinear autoregressive exogenous model, Mechanic Trading Signals, 050208 finance, Artificial neural network, business.industry, 05 social sciences, Technical Analysis, NAR, NARX, Technical analysis, Time series forecasting, Feedforward neural network, Artificial intelligence, business, computer

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bdf521cee5052d7e42cc63fcaffb3d32
https://doi.org/10.1142/s2424786318500378

المؤلفون: Ni, Yensen, Day, Min-Yuh, Huang, Paoyu

مصطلحات موضوعية: Data Frequency, Overreaction, Investment Strategies, Technical Analysis, Trading Signals

Relation: Pacific Business Review International 11(10), p.7-17; Yensen Ni, Min-Yuh Day, and Paoyu Huang (2019), "Does Data Frequency Matter for Trading Signals Emitted by Various Technical Trading Rules?", Pacific Business Review International, Volume 11, Issue 10, April 2019, pp. 7-17.; 全文連結 http://www.pbr.co.in/2019/April.aspx; http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/117055; http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/117055/1/Does Data Frequency Matter for Trading Signals Emitted by Various Technical Trading Rules.pdf; http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/117055/-1/index.html

الاتاحة: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/117055
http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/117055/1/Does Data Frequency Matter for Trading Signals Emitted by Various Technical Trading Rules.pdf
http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/117055/-1/index.html