期刊论文详细信息
| Journal of Business Economics and Management | |
| The search for time-series predictability-based anomalies | |
| Ana Milena Padilla-Ospina1  Javier Humberto Ospina-Holguín2  | |
| [1] Faculty of Administrative Sciences, Universidad del Valle, Cali, Colombia ;Faculty of Administrative Sciences, Universidad del Valle, Cali, Colombia; | |
| 关键词: stock market; investment algorithm; trading rules; alpha maximization; market timing; artificial intelligence; machine learning; reinforcement learning; evolutionary computation; perceptron; | |
| DOI : 10.3846/jbem.2021.15650 | |
| 来源: DOAJ | |
【 授权许可】
Unknown