LEADER 03803nam 2200649Ia 450 001 9910454088303321 005 20200520144314.0 010 $a1-281-94789-X 010 $a9786611947897 010 $a981-279-687-8 035 $a(CKB)1000000000537917 035 $a(EBL)1681761 035 $a(OCoLC)815754150 035 $a(SSID)ssj0000242187 035 $a(PQKBManifestationID)11176673 035 $a(PQKBTitleCode)TC0000242187 035 $a(PQKBWorkID)10301478 035 $a(PQKB)10753023 035 $a(MiAaPQ)EBC1681761 035 $a(WSP)00005178 035 $a(Au-PeEL)EBL1681761 035 $a(CaPaEBR)ebr10255842 035 $a(CaONFJC)MIL194789 035 $a(EXLCZ)991000000000537917 100 $a20030630d2003 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe science of financial market trading$b[electronic resource] /$fDon K. Mak 210 $aSingapore ;$aRiver Edge, NJ $cWorld Scientific$dc2003 215 $a1 online resource (261 p.) 300 $aDescription based upon print version of record. 311 $a981-238-252-6 320 $aIncludes bibliographical references (p. 235-239) and index. 327 $aContents; Preface; 1. Introduction; 1.1 Fundamental Analysis; 1.2 Technical Analysis; 1.2.1 Pattern Recognition; 1.2.2 Indicators; 1.3 Hybrids; 2. Is the Market Random ?; 3. Models of the Financial Markets ; 3.1 Chaos; 3.2 Complexity; 3.3 Wave Model 327 $a3.4 Time Series Analysis 3.5 Neural Network; 3.6 Fractal Geometry; 3.7 Fuzzy Logic; 3.8 Wavelet Analysis; 4. Signals and Indicators; 4.1 Stochastic Indicator; 4.2 Momentum Indicator; 5. Trending Indicators; 5.1 Simple Moving Average (SMA) 327 $a5.2 Exponential Moving Average (EMA) 5.3 Adaptive Moving Average (AMA); 5.4 Trading Rules using Moving Averages; 6. Oscillator Indicators; 6.1 Parabolic Velocity Indicator; 6.2 Parabolic Acceleration Indicator; 6.3 Cubic Velocity and Acceleration Indicators ; 6.4 Divergences 327 $a6.4.1 Class A Divergence 6.4.2 Class B Divergence; 6.4.3 Class C Divergence; 6.5 Head and Shoulders; 7. Vertex Indicators; 7.1 Parabolic Vertex Indicator ; 7.2 Cubic Vertex Indicator; 8. Various Time frames; 8.1 Under-sampling; 8.2 Frequency Characteristics of an Indicator 327 $a9. Wavelet Analysis 9.1 High Wavelet Indicator; 9.2 Middle Wavelet Indicator ; 9.3 Low Wavelet Indicator; 10. Other New Techniques; 10.1 Skipped Convolution; 10.2 Forecasts; 11. Trading Systems; 12. Financial Markets are Complex; Appendix 1 Time Series Analysis 327 $aA1.1 Autoregressive Moving Average Model 330 $aIn this book, Dr Mak views the financial market from a scientific perspective. The book attempts to provide a realistic description of what the market is, and how future research should be developed. The market is a complex phenomenon, and can be forecasted only with errors - if that particular market can be forecasted at all. The book reviews the scientific literatures on the financial market and describes mathematical procedures which demonstrate that some markets are non-random. How the markets are modeled - phenomenologically and from first principle - is explained. It discusses indicat 606 $aInvestments$xMathematics 606 $aCapital market$xForecasting 608 $aElectronic books. 615 0$aInvestments$xMathematics. 615 0$aCapital market$xForecasting. 676 $a332.640151 700 $aMak$b Don K$0614168 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910454088303321 996 $aScience of financial market trading$91543196 997 $aUNINA