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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 |
| Appears in Collections: | Libro |
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