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In this chapter, I consider a design framework of a computational experiment in finance. The examination of statistics used for economic forecasts evaluation and profitability of investment decisions, based on those forecasts, reveals only weak relationships between them. The " degree of improvement over efficient prediction " combined with directional(More)
In this chapter, I consider a design framework of a computational experiment in finance. The examination of statistics used for economic forecasts evaluation and profitability of investment decisions, based on those forecasts, reveals only weak relationships between them. The " degree of improvement over efficient prediction " combined with directional(More)
Price forecasting and trading strategies modeling are examined with major international stock indexes under different time horizons. Results demonstrate that an accurate prediction is equally important as a stable saving rate for long-term survivability. The best economic performances are achieved for a one-year investment horizon with longer training not(More)
Price forecasting and trading strategies modelling are examined with major international stock indexes under different time horizons. Results demonstrate that an accurate prediction is equally important as a stable saving rate for long-term survivability. The best economic performances are achieved for a one-year investment horizon with longer training not(More)
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