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An Efficient Algorithm for the Optimal Market Timing over Two Stocks
Optimal trading strategy investment return largest change sufficient statistics transaction cost
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2007/12/12
In this paper, the optimal trading strategy in timingthe market by switching between two stocks is given. In order todeal with a large sample size with a fast turnaround computationtime, we propose a...
Fuzzy-Genetic Hybrid Algorithm for Market Timing Prediction of Stock Investment
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2007/7/28
期刊信息
篇名
Fuzzy-Genetic Hybrid Algorithm for Market Timing Prediction of Stock Investment
语种
英文
撰写或编译
作者
李波，张世英
第一作者单位
刊物名称
Transactions of Tianjin Univer
页面
2000，6（1），28-31
出版日期
2000年
月
日
文章标识(ISSN)
相关...