doi:10.1016/0377-2217(82)90238-7Luc A. SoenenElsevier B.V.European Journal of Operational Research
Technical and fundamental indicators have been used to try to predict the behaviour of the market and then execute buying or selling orders. This paper use the capabilities and functionalities of the transition P-systems to create an intelligent model which is able to process the information ...
MACD; technical analysis; stock index futures; market efficiency; stock trading simulation; COVID-191. Introduction Profitable technical analysis is inconsistent with the efficient market hypothesis (EMH) of Fama (1970). Because the EMH argues that current market prices must reflect all available ...