A System Approach to Investing In Uncertain Markets
We consider the problem of trend-following in US stock market and propose a combined economic and technical model to approach this problem. A bank of linear and nonlinear, discrete-time, low-pass filters with different sampling rates is used to generate timing signals for US stock market indexes suc...
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| Format: | Others |
| Language: | en |
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LSU
2014
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| Online Access: | http://etd.lsu.edu/docs/available/etd-05192014-144506/ |