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Results tagged with algorithm
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user 787
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Is there a name for, or any research on, a system where you try to predict future price by f...
The universal prediction algorithm is used with sliding windows of 50, 75, and 100 consecutive daily returns for periods of up to 12 trading years. … The algorithm detects periods of potential market inefficiency in the ATX and KFX markets that may be exploited for obtaining excess returns." …
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