Asset allocation methods using spectral analysis of financial time series
by Larry Pak-lun Yu
M.Phil. Computer science
xiv, 77 leaves : ill. ; 30 cm
It may be time to reconsider existing trading rules in the financial world. We introduce a new technique, the trend, nuance, noise (TNN) method, to evaluate decisions generated by existing trading rules and to improve profitability. The technique uses spectrum analysis to breakdown financial time series data to better predict trade decisions by observing the nature of trends, cycles, profits and losses. The method itself does not predict or forecast the time series, rather, it helps us to employ different trading rules with greater confidence of profitability.
Permanent URL for this record: https://lbezone.hkust.edu.hk/bib/b484318
Post a Comment