๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Cross-correlations and predictability of stock returns

โœ Scribed by D. Olson; C. Mossman


Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
236 KB
Volume
20
Category
Article
ISSN
0277-6693

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A measure of time series' predictability
โœ M. A. Kaboudan ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 137 KB ๐Ÿ‘ 1 views

Based on the standard genetic programming (GP) paradigm, we introduce a new probability measure of time series' predictability. It is computed as a ratio of two ยฎtness values (SSE) from GP runs. One value belongs to a subject series, while the other belongs to the same series after it is randomly sh

Moving average rules, volume and the pre
โœ Ramazan Genรงay; Thanasis Stengos ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 156 KB

This paper uses the daily Dow Jones Industrial Average Index from 1963 to 1988 to examine the linear and non-linear predictability of stock market returns with some simple technical trading rules. Some evidence of nonlinear predictability in stock market returns is found by using the past buy and se

Correlation and prediction of crystal so
โœ Amyn S. Teja; Jeffrey C. Givand; Ronald W. Rousseau ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› American Institute of Chemical Engineers ๐ŸŒ English โš– 138 KB ๐Ÿ‘ 1 views

## Abstract A thermodynamic model is developed for the correlation and prediction of crystal solubility and purity when lattice substitution by isomorphic or nearโ€isomorphic impurities is the dominant mechanism that leads to impure crystals. The model is based on earlier observation that the purity