LEADER 04219nam 22006855 450 001 9910254871503321 005 20200703022632.0 010 $a3-319-23636-9 024 7 $a10.1007/978-3-319-23636-0 035 $a(CKB)3710000000498919 035 $a(EBL)4178547 035 $a(DE-He213)978-3-319-23636-0 035 $a(MiAaPQ)EBC4178547 035 $a(EXLCZ)993710000000498919 100 $a20151030d2016 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aTechnical Analysis for Algorithmic Pattern Recognition$b[electronic resource] /$fby Prodromos E. Tsinaslanidis, Achilleas D. Zapranis 205 $a1st ed. 2016. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2016. 215 $a1 online resource (213 p.) 300 $aDescription based upon print version of record. 311 $a3-319-23635-0 320 $aIncludes bibliographical references at the end of each chapters. 327 $aTechnical Analysis -- Preprocessing Procedures -- Assessing the Predictive Performance of Technical Analysis -- Horizontal Patterns -- Zigzag Patterns -- Circular Patterns -- Technical Indicators -- A Statistical Assessment -- Dynamic Time Warping for Pattern Recognition. 330 $aThe main purpose of this book is to resolve deficiencies and limitations that currently exist when using Technical Analysis (TA). Particularly, TA is being used either by academics as an ?economic test? of the weak-form Efficient Market Hypothesis (EMH) or by practitioners as a main or supplementary tool for deriving trading signals. This book approaches TA in a systematic way utilizing all the available estimation theory and tests. This is achieved through the developing of novel rule-based pattern recognizers, and the implementation of statistical tests for assessing the importance of realized returns. More emphasis is given to technical patterns where subjectivity in their identification process is apparent. Our proposed methodology is based on the algorithmic and thus unbiased pattern recognition. The unified methodological framework presented in this book can serve as a benchmark for both future academic studies that test the null hypothesis of the weak-form EMH and for practitioners that want to embed TA within their trading/investment decision making processes.     . 606 $aFinance 606 $aEconometrics 606 $aStatistics  606 $aPattern recognition 606 $aEconomics, Mathematical  606 $aMacroeconomics 606 $aFinance, general$3https://scigraph.springernature.com/ontologies/product-market-codes/600000 606 $aEconometrics$3https://scigraph.springernature.com/ontologies/product-market-codes/W29010 606 $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010 606 $aPattern Recognition$3https://scigraph.springernature.com/ontologies/product-market-codes/I2203X 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 606 $aMacroeconomics/Monetary Economics//Financial Economics$3https://scigraph.springernature.com/ontologies/product-market-codes/W32000 615 0$aFinance. 615 0$aEconometrics. 615 0$aStatistics . 615 0$aPattern recognition. 615 0$aEconomics, Mathematical . 615 0$aMacroeconomics. 615 14$aFinance, general. 615 24$aEconometrics. 615 24$aStatistics for Business, Management, Economics, Finance, Insurance. 615 24$aPattern Recognition. 615 24$aQuantitative Finance. 615 24$aMacroeconomics/Monetary Economics//Financial Economics. 676 $a332 700 $aTsinaslanidis$b Prodromos E$4aut$4http://id.loc.gov/vocabulary/relators/aut$0982625 702 $aZapranis$b Achilleas D$4aut$4http://id.loc.gov/vocabulary/relators/aut 906 $aBOOK 912 $a9910254871503321 996 $aTechnical Analysis for Algorithmic Pattern Recognition$92242533 997 $aUNINA