The purpose of this paper is to review the evidence on the profitability of technical analysis.
The empirical literature is categorized into two groups,'early'and 'modern'studies, according …

This chapter surveys work on dynamic heterogeneous agent models (HAMs) in economics
and finance. Emphasis is given to simple models that, at least to some extent, are tractable …

This paper uses data sampled at hourly and daily frequencies to predict Bitcoin returns. We
consider various advanced non-linear models based on a multitude of popular technical …

Technical analysis involves the prediction of asset price movements from inductive analysis
of past movements. We establish a number of stylized facts, including that technical analysis …

The development of high frequency data bases allows for empirical investigations of a wide
range of issues in the financial markets. In this paper, we set out some of the many important …

We analyze the intertemporal stability of excess returns to technical trading rules in the
foreign exchange market by conducting true, out-of-sample tests on previously studied rules …

In this paper, we presented a long short-term memory (LSTM) network and adaptive particle
swarm optimization (PSO)-based hybrid deep learning model for forecasting the stock price …

The study of exchange rates has undergone large fluctuations, very much like the exchange
rates themselves. During the 1970s, when the exchange rates of the major currencies were …

This article presents findings of a questionnaire and an interview survey on the perceived
importance of chartist/technical and fundamental analysis among foreign exchange traders …

This paper summarizes the results of a survey of UK‐based foreign exchange dealers
conducted in 1998. It addresses topics in three main areas: the microeconomic operation of …