Trading profitability from learning and adaptation on the Tokyo Stock Exchange

DOI10.1080/14697688.2015.1091941zbMath1468.91156OpenAlexW2213993879MaRDI QIDQ5001183

Ryuichi Yamamoto

Publication date: 16 July 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2015.1091941

zbMATH Keywords

learningadaptationtechnical analysisagent-based modelTokyo Stock Exchange

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Unnamed Item
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• The Stationary Bootstrap
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• A Reality Check for Data Snooping
• Asymptotic Inference about Predictive Ability
• Stepwise Multiple Testing as Formalized Data Snooping

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