The predictive power of price patterns

DOI10.1080/135048698334637zbMath1009.91502OpenAlexW3121701788MaRDI QIDQ4541563

Gunduz Caginalp, H. Laurent

Publication date: 4 September 2002

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/135048698334637

zbMATH Keywords

statistical testtrading rulecandlestick patterns

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Trade models (91B60)

Related Items (3)

FOREX rate prediction improved by Elliott waves patterns based on neural networks ⋮ A model of portfolio optimization using time adapting genetic network programming ⋮ A computational definition of financial randomness

Cites Work

• Games of perfect information, predatory pricing and the chain-store paradox
• Distinguishing random and deterministic systems: Abridged version
• Do People Rely on the Self-Interested Maximization of Others? An Experimental Test
• Refinements of the Nash equilibrium concept

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