Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/1587
Title: Non-linear trading rules in the New York stock exchange
Authors: Andrada Félix, Julián 
UNESCO Clasification: 53 Ciencias económicas
Keywords: Cambio exterior
Previsión económica
Finanzas
Issue Date: 2004
Abstract: In this paper we investigate the profitability of non-linear trading rules based on nearest neighbour (NN) predictors. Applying this investment strategy to the New York Stock Exchange
Description: Documentos de trabajo conjuntos ULL-ULPGC ; DT 2004.05
URI: http://hdl.handle.net/10553/1587
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