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 …

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

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 …

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 …

This paper studies simple moving average trading strategies employing daily price data on
the eleven most-traded cryptocurrencies in the 2016–2018 period. Our results indicate a …

This paper carries out a comprehensive examination of technical trading rules in
cryptocurrency markets, using data from two Bitcoin markets and three other popular …

The motivation for this paper is to introduce a hybrid neural network architecture of Particle
Swarm Optimization and Adaptive Radial Basis Function (ARBF–PSO), a time varying …

In the finance literature, statistical inferences for large-scale testing problems usually suffer
from data snooping bias. In this paper we extend the “superior predictive ability”(SPA) test of …

We carry out a large-scale investigation of technical trading rules in the foreign exchange
market, using daily data over 45 years for 30 developed and emerging market currencies …

Data mining is quite common in econometric modeling when a given dataset is applied
multiple times for the purpose of inference; it in turn could bias inference. Given the …