Technical Analysis for Algorithmic Pattern Recognition (Hardcover, 1st ed. 2016)

The main purpose of this book is to resolve deficiencies and limitations that currently exist when using Technical Analysis (TA). Particularly, TA is being used either by academics as an "economic test" of the weak-form Efficient Market Hypothesis (EMH) or by practitioners as a main or supplementary tool for deriving trading signals. This book approaches TA in a systematic way utilizing all the available estimation theory and tests. This is achieved through the developing of novel rule-based pattern recognizers, and the implementation of statistical tests for assessing the importance of realized returns. More emphasis is given to technical patterns where subjectivity in their identification process is apparent. Our proposed methodology is based on the algorithmic and thus unbiased pattern recognition. The unified methodological framework presented in this book can serve as a benchmark for both future academic studies that test the null hypothesis of the weak-form EMH and for practitioners that want to embed TA within their trading/investment decision making processes.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Release date:	November 2015
First published:	2016
Authors:	Prodromos E. Tsinaslanidis • Achilleas D. Zapranis
Dimensions:	235 x 155 x 17mm (L x W x T)
Format:	Hardcover
Pages:	204
Edition:	1st ed. 2016
ISBN-13:	978-3-319-23635-3
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Computing & IT > Applications of computing > Pattern recognition Books > Business & Economics > Economics > Macroeconomics > Monetary economics Books > Business & Economics > Economics > Econometrics > General
LSN:	3-319-23635-0
Barcode:	9783319236353

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