Technical Analysis for Algorithmic Pattern Recognition
暫譯: 算法模式識別的技術分析

Prodromos E. Tsinaslanidis, Achilleas D. Zapranis

  • 出版商: Springer
  • 出版日期: 2015-11-06
  • 售價: $5,260
  • 貴賓價: 9.5$4,997
  • 語言: 英文
  • 頁數: 204
  • 裝訂: Hardcover
  • ISBN: 3319236350
  • ISBN-13: 9783319236353
  • 相關分類: Algorithms-data-structures
  • 海外代購書籍(需單獨結帳)

商品描述

The 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.      ​

商品描述(中文翻譯)

本書的主要目的是解決目前在使用技術分析(Technical Analysis, TA)時存在的不足和限制。特別是,TA 被學術界用作弱型有效市場假說(Efficient Market Hypothesis, EMH)的“經濟測試”,或被實務工作者作為主要或輔助工具來推導交易信號。本書以系統化的方式探討 TA,利用所有可用的估計理論和測試。這是通過開發新穎的基於規則的模式識別器,以及實施統計測試來評估實現回報的重要性來實現的。對於那些在識別過程中主觀性明顯的技術模式,本書給予了更多的重視。我們提出的方法論基於算法,因此是無偏的模式識別。本書所呈現的統一方法論框架可以作為未來學術研究的基準,這些研究測試弱型 EMH 的虛無假說,並且也適用於希望將 TA 嵌入其交易/投資決策過程的實務工作者。