Evolving trading strategies using directional changes
- Submitting institution
-
The University of Kent
- Unit of assessment
- 11 - Computer Science and Informatics
- Output identifier
- 9926
- Type
- D - Journal article
- DOI
-
10.1016/j.eswa.2016.12.032
- Title of journal
- Expert Systems with Applications
- Article number
- -
- First page
- 145
- Volume
- 73
- Issue
- -
- ISSN
- 0957-4174
- Open access status
- Compliant
- Month of publication
- December
- Year of publication
- 2016
- URL
-
https://kar.kent.ac.uk/59758/
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- Yes
- Number of additional authors
-
1
- Research group(s)
-
-
- Citation count
- 17
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- This paper describes a novel trading strategy based on the concept of directional changes (DC) in asset pricing. Its significance is that it shows this strategy is not only profitable, but outperforms classical trading approaches.
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -
