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
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