株式会社極東書店トップ ＞ 商品一覧 ＞ Technical Analysis and Financial Asset Forecasting : From Simple Tools to Advanced Techniques.
商品詳細
Technical Analysis and Financial Asset Forecasting : From Simple Tools to Advanced Techniques. 技術的分析と金融資産予測
・ISBN 978-981-4436-24-3 hard
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-981-4436-25-0
| 著者・編者 | Chan, Raymond Hon Fu / Lee, S. Tsz Ho / Wong, Wing-Keung, |
|---|---|
| 出版社 | (World Scientific, SI) |
| 出版年月 | 2014 |
| ページ数 | 300 pp. |
| 言語 | ENG |
| ニュース番号 | ＜609-354＞ |
解説
Technical analysis is defined as the tracking and prediction of asset price movements using charts and graphs in combination with various mathematical and statistical methods. More precisely, it is the quantitative criteria used in predicting the relative strength of buying and selling forces within a market to determine what to buy, what to sell, and when to execute trades. This book introduces simple technical analysis tools like moving averages and Bollinger bands, and also advanced techniques such as wavelets and empirical mode decomposition. It first discusses some traditional tools in technical analysis, such as trend, trend Line, trend channel, Gann's Theory, moving averages, and Bollinger bands. It then introduces a recent indicator developed for stock market and two recent techniques used in the technical analysis field: wavelets and the empirical mode decomposition in financial time series. The book also discusses the theory to test the performance of the indicators and introduces the MATLAB Financial Toolbox, some of the functions/codes of which are used in our numerical experiments.