Biblioteca da Assembleia da Republica

Biblioteca da Assembleia da República

Listas Bibliográficas - 0

|

Recursos Eletrónicos

|

Redefinir pesquisa

A pesquisar na Biblioteca da Assembleia da República

(Re-)imag(in)ing price trends / Jingwen Jiang, Bryan Kelly, Dacheng Xiu

Jiang, Jingwen ; Kelly, Bryan, co-autor ; Xiu, Dacheng, co-autor

The journal of finance . ISSN0022-1082 . Medford : Wiley, vol. 78, n.o 6 (dez. 2023) , p. 3193-3250

We reconsider trend-based predictability by employing flexible learning methods to identify price patterns that are highly predictive of returns, as opposed to testing predefined patterns like momentum or reversal. Our predictor data are stock-level price charts, allowing us to extract the most predictive price patterns using machine learning image analysis techniques. These patterns differ significantly from commonly analyzed trend signals, yield more accurate return predictions, enable more profitable investment strategies, and demonstrate robustness across specifications. Remarkably, they exhibit context independence, as short-term patterns perform well on longer time scales, and patterns learned from U.S. stocks prove effective in international markets. [Da apresentação]

mercado financeiro; investimento; ação financeira; rendimento do investimento; preço dentro do intervalo de variação

Ver formato UNIMARC

Exportar registo em ISO2709

Exportar registo em MarcXchange

Informações e esclarecimentos
contactar AR

Ligação para sítio SirsiDynix

© 2008 SirsiDynix Todos os direitos reservados.

Biblioteca da Assembleia da Republica