Modeling Technical Analysis


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 ]


  1. Jun Maeda (University of Warwick)
  2. Saul Jacka (University of Warwick)

Topic Areas

Optimal Control , Optimal Stopping , Trading Strategies


TH-A-SW » Forecasting (11:30 - Thursday, 19th July, Swift)

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