A machine learning view on momentum and reversal trading

DOI10.3390/A11110170zbMath1461.91368OpenAlexW2898576554WikidataQ129036798 ScholiaQ129036798MaRDI QIDQ1712013

Zhixi Li, Vincent H. Tam

Publication date: 21 January 2019

Published in: Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/a11110170

zbMATH Keywords

stock marketmachine learningmomentum effectmomentum tradingreversal effectreversal trading

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Financial applications of other theories (91G80)

Related Items (1)

Special issue on algorithms in computational finance

Uses Software

• svmachines

Cites Work

• Detection of dendritic spines using wavelet-based conditional symmetric analysis and regularized morphological shared-weight neural networks
• Forecasting the forecasts of others: implications for asset pricing
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