Improving moving average trading rules with boosting and statistical learning methods

Journal of Forecasting

Volumn 27, Issue 5, 2008, Pages 433-449

  Andrada Félix, Julián ^a   Fernández Rodríguez, Fernando ^a  

^a UNIVERSITY OF LAS PALMAS DE GRAN CANARIA   (Spain)

Author keywords

Boosting; Combining forecasts; Model selection; Statistical learning; Technical analysis

Indexed keywords

LEARNING SYSTEMS; STATISTICAL METHODS;

AVERAGING METHOD; BOOSTING; COMBINING FORECASTS; MECHANICAL TRADING; MODEL SELECTION; MOVING AVERAGES; STATISTICAL LEARNING; STATISTICAL LEARNING METHODS; TECHNICAL ANALYSIS; TRADING RULES;

COMMERCE;

EID: 49649112896     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.1068     Document Type: Article

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