Investor sentiment indicates how far an asset value deviates from its economic
fundamentals. In this article, we review various measures of investor sentiment based on …

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 paper proposes two new methods (the Quantile Group LASSO and the Quantile Group
SCAD models) to evaluate the predictability of a large group of factors on carbon futures …

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 …

In this paper, we analyze the usefulness of technical analysis, specifically the widely
employed moving average trading rule from an asset allocation perspective. We show that …

In this paper, we document that an application of a moving average timing strategy of
technical analysis to portfolios sorted by volatility generates investment timing portfolios that …

In reaction to the recent financial crisis, increased attention has recently been given to
financial transaction taxes (FTTs) as a means of (1) raising revenue for a variety of possible …

This paper describes a new system for short-term speculation in the foreign exchange
market, based on recent reinforcement learning (RL) developments. Neural networks with …

Trend change prediction in complex systems with a large number of noisy time series is a
problem with many applications for real-world phenomena, with stock markets as a …

This paper analyses the link between economic fundamentals and exchange rates by
investigating the importance of real-time data. We find that economic news in the United …