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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

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