Affiliation:
1. Signal Processing for Telecommunications and Economics (SP4TE) Lab, University of ROMA TRE, Rome, Italy
Abstract
This paper presents an interdisciplinary application of information & communication methodology to financial economics. The empirical case study reported in this contribution consists of a preliminary example of binary options stock trading. The authors have investigated the performance of a simple algorithm which includes one buy/sell order per week. They have analyzed real sets of historical stock quotes, evidencing the asymmetry of achievable economic returns. In fact, the devised algorithm has denoted a (simulated) overall trading gain in the 87% of cases. A discussion, correlating such trend to the typical behavior of occasional traders, is finally reported
Subject
Computer Networks and Communications
Reference27 articles.
1. Bekiros, S. D. (2011). Sign prediction and volatility dynamics with hybrid neurofuzzy approaches. IEEE Transactions on Neural Networks, 22(12-2), 2353-2362.
2. Application of signal processing to the analysis of financial data [In the Spotlight]
3. Google. (2012). Binary options and telecommunications. Retrieved July 3, 2012, from http://www.google.com/search?q=binary+options&ie=utf-8&oe=utf-8&channel=fs#hl=en&gs_nf=1&pq=binary%20options&cp=1&gs_id=28&xhr=t&q=%22binary+options%22+%2Btelecommunications&pf=p&hs=Y8Y&channel=fs&sclient=psy-ab&oq=%22binary+options%22+%2Btelecommunications&fp=1&bav=on.2,or.r_gc.r_pw.r_qf.&cad=b&sei=VmZgUN_zEs-yhAeXpYHACw
4. Financial Applications of Nonextensive Entropy [Applications Corner]
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献