An Algorithm for Testing the Efficient Market Hypothesis

The objective of this research is to examine the efficiency of EUR/USD market through the application of a trading system. The system uses a genetic algorithm based on technical analysis indicators such as Exponential Moving Average (EMA), Moving Average Convergence Divergence (MACD), Relative Stren...

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Detalles Bibliográficos
Autores principales: Boboc, Ioana-Andreea, Dinică, Mihai-Cristian
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2013
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3812129/
https://www.ncbi.nlm.nih.gov/pubmed/24205148
http://dx.doi.org/10.1371/journal.pone.0078177

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3812129/
https://www.ncbi.nlm.nih.gov/pubmed/24205148
http://dx.doi.org/10.1371/journal.pone.0078177

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