| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481793 | Physica A: Statistical Mechanics and its Applications | 2012 | 8 Pages |
Abstract
⺠The efficiency of the contrarian trend-reversal forex forecasting is demonstrated. ⺠The newly proposed multi-trend analysis reveals inefficiency of the forex market. ⺠Results' stability was proven both, transient as well as over the multiple currencies. ⺠Novel, efficient multi-scale trend-following forex forecasting strategy is proposed.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
T. Tokár, D. Horváth,