Technical analysis : neural network based pattern recognition of technical trading indicators, statistical evaluation of their predictive value and a historical overview of the field
Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2004. === Includes bibliographical references (p. 149-156). === We revisit the kernel regression based pattern recognition algorithm designed by Lo, Mamaysky, and Wang (2000) to extract nonlin...
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| Format: | Others |
| Language: | en_US |
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Massachusetts Institute of Technology
2005
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| Online Access: | http://hdl.handle.net/1721.1/28725 |