Mostrando 3 resultados de: 3
Publisher
Harnessing Human Capital Analytics for Competitive Advantage(1)
Soft Computing(1)
Symmetry(1)
Área temáticas
Economía financiera(2)
Agricultura y tecnologías afines(1)
Dirección general(1)
Métodos informáticos especiales(1)
Área de conocimiento
Algoritmo(1)
Econometría(1)
Finanzas(1)
Gestión de calidad(1)
Optimización matemática(1)
Origen
scopus(3)
Using Markov-switching models with Markov chain Monte Carlo inference methods in agricultural commodities trading
ArticleAbstract: In this work, the use of Markov-switching GARCH (MS-GARCH) models is tested in an active trading algPalabras claves:Alpha creation, Commodities, Commodities market trading, Computational finance, Financial crisis, Financial market crisis pbkp_rediction, Markov Chain Monte Carlo, Markov-Switching GARCH, Markovian chain processesAutores:Aguilasocho-Montoya D., José Álvarez-García, la Torre-Torres O.D., Simonetti B.Fuentes:scopusTesting an algorithm with asymmetric markov-switching garch models in us stock trading
ArticleAbstract: In the present paper, we extend the current literature in algorithmic trading with Markov-switchingPalabras claves:Active portfolio management, Algorithmic trading, behavioral finance, Equity trading, ETF, Informed traders, Markov-Switching GARCH, Mutual funds, Noisy traders, S&P 500Autores:Aguilasocho-Montoya D., José Álvarez-García, la Torre-Torres O.D.Fuentes:scopusTotal quality management practices and employees' satisfaction
Book PartAbstract: In this chapter, the results of an empirical case carried out in 2014 in a thermal centre in Spain aPalabras claves:Autores:Aguilasocho-Montoya D., Del Río‐Rama M.d.l.C., Galeana-Figueroa E., José Álvarez-GarcíaFuentes:scopus