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Empirical study of trading rule discovery in China stock market

  • Published:2005-04 Issue:3 Volume:28 Page:531-535
  • ISSN:0957-4174
  • Container-title:Expert Systems with Applications
  • language:en
  • Short-container-title:Expert Systems with Applications

Author:

Bo Luo,Linyan Sun,Mweene Richard

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference15 articles.

1. Long-term dependence in stock returns;Barkoulas;Economics Letters,1996

2. Dictionary of finance and investment terms;Downes,1998

3. Duda, R., & Hart, P. (1973). Pattern classification and scence analysis, New York: Wiley.

4. The estimation and application of long memory time series models;Geweke;Journal of Time Series Analysis,1983

5. Long-term storage capacity of reservoirs;Hurst;Transactions of the American Society of Civil Engineers,1951

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