Regime Switching and Technical Trading with Dynamic Bayesian Networks in High-Frequency Stock Markets
Technical analysis has been thwarted in academic circles, due to the Efficient Market Hypothesis, which had significant empirical support early on. However recently, there is accumulating evidence that the markets are not as efficient and a new theory of price discovery, Heterogenous Market Hypothe...
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| Language: | en |
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2009
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| Online Access: | http://hdl.handle.net/10012/4463 |