Dynamically Adjustable Moving Average (AMA’) technical analysis indicator to forecast Asian Tigers’ futures markets
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DOI: 10.1016/j.physa.2018.06.010
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Cited by:
- Linyu Zheng & Hongmei He, 2020. "Share Price Prediction of Aerospace Relevant Companies with Recurrent Neural Networks based on PCA," Papers 2008.11788, arXiv.org.
- Zhang, Junting & Liu, Haifei & Bai, Wei & Li, Xiaojing, 2024. "A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting," The North American Journal of Economics and Finance, Elsevier, vol. 69(PB).
- Jaime Alberto Gómez Vilchis & Federico Hernández Álvarez & Luis Ignacio Román de la Sancha, 2021. "Autómata Evolutivo (AE) para el mercado accionario usando Martingalas y un Algoritmo Genético," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(4), pages 1-22, Octubre -.
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Keywords
Automated algorithmic trading; Automated Adjustable Moving Average; Econophysics; Futures returns; Technical analysis indicators; Technical trading rules; Time series returns;All these keywords.
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