Portfolio traders strive to identify dynamic portfolio allocation schemes that can allocate their
total budgets efficiently through the investment horizon. This study proposes a novel portfolio …

In this paper we propose and validate a trading rule based on flag pattern recognition,
incorporating important innovations with respect to the previous research. Firstly, we …

Financial markets are complex systems influenced by many interrelated economic, political
and psychological factors and characterised by inherent nonlinearities. Recently, there have …

With the rapid increase in photovoltaic (PV) power generation in microgrids, PV power
fluctuations can initiate negative impacts on microgrid operations. This study presents a …

This paper studies the predictive power of 4 popular pairs of two-day bullish and bearish
Japanese candlestick patterns in Chinese stock market. Based on Morris' study, we give the …

The present work introduced a framework of develo** comprehensive extended vehicular
trajectory data under heterogeneous non-lane-based traffic conditions like the NGSIM …

This paper utilizes a small number of coherent trend-following technical indicators with
similar characteristics, but constructed with a different philosophy, in order to predict the …

Time-series forecasting is essential for system analysis. Many traditional studies have paid
attention to individual stock-oriented solutions and disregarded general approaches on …

We investigate whether using various VMA trading rules would improve investment
performance due to the flexibility of VMA trading rules and the aid of Heatmap Visualization …

Does speculation facilitate price discovery or instability? If it is price discovery, it is beneficial
and should be encouraged; if it is instability, welfare is enhanced by its reduction. This paper …