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Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/49192
DC FieldValueLanguage
dc.contributor.authorFernández-Rodríguez, Fernando-
dc.contributor.authorGonzález-Martel, Christian-
dc.contributor.authorSosvilla-Rivero, Simón-
dc.contributor.otherGonzalez-Martel, Christian-
dc.contributor.otherFernandez-Rodriguez, Fernando-
dc.date.accessioned2018-11-24T05:02:41Z-
dc.date.available2018-11-24T05:02:41Z-
dc.date.issued2000-
dc.identifier.issn0165-1765-
dc.identifier.urihttp://hdl.handle.net/10553/49192-
dc.description.abstractIn this paper we investigate the profitability of a simple technical trading rule based on Artificial Neural Networks (ANNs). Our results, based on applying this investment strategy to the General Index of the Madrid Stock Market, suggest that, in absence of trading costs, the technical trading rule is always superior to a buy-and-hold strategy for both "bear" market and "stable" market episodes. On the other hand, we find that the buy-and-hold strategy generates higher returns than the trading rule based on ANN only for a "bull" market subperiod. (C) 2000 Elsevier Science S.A. All rights reserved.
dc.publisher0165-1765-
dc.relation.ispartofEconomics Letters-
dc.sourceEconomics Letters[ISSN 0165-1765],v. 69, p. 89-94-
dc.subject.otherSecurity Returns
dc.titleOn the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market-
dc.typeinfo:eu-repo/semantics/Article-
dc.typeArticle-
dc.identifier.scopus0042279716-
dc.identifier.isi000089394100012-
dcterms.isPartOfEconomics Letters-
dcterms.sourceEconomics Letters[ISSN 0165-1765],v. 69 (1), p. 89-94-
dc.contributor.authorscopusid6603053452-
dc.contributor.authorscopusid16230450700-
dc.contributor.authorscopusid6701863324-
dc.description.lastpage94-
dc.identifier.issue1-
dc.description.firstpage89-
dc.relation.volume69-
dc.type2Artículo-
dc.identifier.wosWOS:000089394100012-
dc.contributor.daisngid1514720-
dc.contributor.daisngid31817381
dc.contributor.daisngid7918572-
dc.contributor.daisngid514725-
dc.identifier.investigatorRIDM-8180-2013-
dc.identifier.investigatorRIDNo ID-
dc.contributor.wosstandardWOS:Fernandez-Rodriguez, F
dc.contributor.wosstandardWOS:Gonzalez-Martel, C
dc.contributor.wosstandardWOS:Sosvilla-Rivero, S
dc.date.coverdateOctubre 2000
dc.identifier.ulpgcSíes
dc.description.jcr0,254
dc.description.jcrqQ4
dc.description.ssciSSCI
dc.description.erihplusERIH PLUS
item.grantfulltextnone-
item.fulltextSin texto completo-
crisitem.author.deptGIR Finanzas Cuantitativas y Computacionales-
crisitem.author.deptGIR Finanzas Cuantitativas y Computacionales-
crisitem.author.deptDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.orcid0000-0002-8808-9286-
crisitem.author.orcid0000-0003-1081-0843-
crisitem.author.parentorgDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.parentorgDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.fullNameFernández Rodríguez,Fernando Emilio-
crisitem.author.fullNameGonzález Martel, Cristian-
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