Modeling Technical Analysis
Abstract
We model the behaviour of a stock price process under the assumption of the existence of a support/resistance level, which is one of the most popular approaches in the field of technical analysis.We obtain optimal dynamic... [ view full abstract ]
Authors
- Jun Maeda (University of Warwick)
- Saul Jacka (University of Warwick)
Topic Areas
Optimal Control , Optimal Stopping , Trading Strategies
Session
TH-A-SW » Forecasting (11:30 - Thursday, 19th July, Swift)
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