Financial returns and efficiency as seen
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Spyros Skouras
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Article
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2001
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Elsevier Science
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English
β 269 KB
We introduce trading rules which are selected by an arti"cially intelligent agent who learns from experience \* an Arti"cial Technical Analyst. These rules restrict the data-mining concerns associated with the use of &simple' technical trading rules as model evaluation devices and are good at recogn