Please use this identifier to cite or link to this item: http://hdl.handle.net/2067/1515
DC FieldValueLanguage
dc.contributor.authorRotundo, Giulia-
dc.contributor.authorAusloos, Marcel-
dc.date.accessioned2011-03-22T02:07:04Z-
dc.date.available2011-03-22T02:07:04Z-
dc.date.issued2007-
dc.identifier.citation10. G. Rotundo, M. Ausloos, “Microeconomic co-evolution model for financial technical analysis signals”, Physica A ISSN: 0378-4371 373 (2007) 569–585.it
dc.identifier.issn0378-4371-
dc.identifier.urihttp://hdl.handle.net/2067/1515-
dc.description.abstractTechnical analysis (TA) has been used for a long time before the availability of more sophisticated instruments for financial forecasting in order to suggest decisions on the basis of the occurrence of data patterns. Many mathematical and statistical tools for quantitative analysis of financial markets have experienced a fast and wide growth and have the power for overcoming classical TA methods. This paper aims to give a measure of the reliability of some information used in TA by exploring the probability of their occurrence within a particular microeconomic agent-based model of markets, i.e., the co-evolution Bak–Sneppen model originally invented for describing species population evolutions. After having proved the practical interest of such a model in describing financial index so-called avalanches, in the prebursting bubble time rise, the attention focuses on the occurrence of trend line detection crossing of meaningful barriers, those that give rise to some usual TA strategies. The case of the NASDAQ crash of April 2000 serves as an illustration.it
dc.language.isoenit
dc.publisherPhysica Ait
dc.subjectSOC model; Technical analysis; Large financial crashesit
dc.titleMicroeconomic co-evolution model for financial technical analysis signalsit
dc.typeArticleit
item.languageiso639-1en-
item.openairetypeArticle-
item.grantfulltextopen-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.fulltextWith Fulltext-
item.cerifentitytypePublications-
Appears in Collections:DEIM - Archivio della produzione scientifica
Files in This Item:
File Description SizeFormat
R10.doc21 kBMicrosoft WordView/Open
Show simple item record

Page view(s)

2
Last Week
0
Last month
1
checked on Jan 15, 2021

Download(s)

6
checked on Jan 15, 2021

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.