FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1997100319> ?p ?o ?g. }

• W1997100319 endingPage "140" @default.
• W1997100319 startingPage "132" @default.
• W1997100319 abstract "A fundamental problem in financial trading is the correct and timely identification of turning points in stock value series. This detection enables to perform profitable investment decisions, such as buying-at-low and selling-at-high. This paper evaluates the ability of sequential smoothing methods to detect turning points in financial time series. The novel idea is to select smoothing and alarm coefficients on the gain performance of the trading strategy. Application to real data shows that recursive smoothers outperform two-sided filters at the out-of-sample level. Copyright © 2012 John Wiley & Sons, Ltd." @default.
• W1997100319 created "2016-06-24" @default.
• W1997100319 creator A5023347104 @default.
• W1997100319 date "2012-09-04" @default.
• W1997100319 modified "2023-09-26" @default.
• W1997100319 title "Sequential smoothing for turning point detection with application to financial decisions" @default.
• W1997100319 cites W1558031762 @default.
• W1997100319 cites W1606866331 @default.
• W1997100319 cites W1990491203 @default.
• W1997100319 cites W1994208839 @default.
• W1997100319 cites W2088563154 @default.
• W1997100319 cites W2094808762 @default.
• W1997100319 cites W2098870455 @default.
• W1997100319 cites W2132708489 @default.
• W1997100319 cites W2143248647 @default.
• W1997100319 cites W2148899044 @default.
• W1997100319 cites W2151162832 @default.
• W1997100319 cites W4240691156 @default.
• W1997100319 cites W4253989006 @default.
• W1997100319 cites W4298302017 @default.
• W1997100319 doi "https://doi.org/10.1002/asmb.1945" @default.
• W1997100319 hasPublicationYear "2012" @default.
• W1997100319 type Work @default.
• W1997100319 sameAs 1997100319 @default.
• W1997100319 citedByCount "4" @default.
• W1997100319 countsByYear W19971003192016 @default.
• W1997100319 countsByYear W19971003192017 @default.
• W1997100319 countsByYear W19971003192019 @default.
• W1997100319 countsByYear W19971003192022 @default.
• W1997100319 crossrefType "journal-article" @default.
• W1997100319 hasAuthorship W1997100319A5023347104 @default.
• W1997100319 hasConcept C10138342 @default.
• W1997100319 hasConcept C116834253 @default.
• W1997100319 hasConcept C121332964 @default.
• W1997100319 hasConcept C127413603 @default.
• W1997100319 hasConcept C143724316 @default.
• W1997100319 hasConcept C149782125 @default.
• W1997100319 hasConcept C151730666 @default.
• W1997100319 hasConcept C154945302 @default.
• W1997100319 hasConcept C162324750 @default.
• W1997100319 hasConcept C175706884 @default.
• W1997100319 hasConcept C185592680 @default.
• W1997100319 hasConcept C198531522 @default.
• W1997100319 hasConcept C204036174 @default.
• W1997100319 hasConcept C24890656 @default.
• W1997100319 hasConcept C2524010 @default.
• W1997100319 hasConcept C2776836416 @default.
• W1997100319 hasConcept C2781291010 @default.
• W1997100319 hasConcept C28719098 @default.
• W1997100319 hasConcept C3018122192 @default.
• W1997100319 hasConcept C31972630 @default.
• W1997100319 hasConcept C33923547 @default.
• W1997100319 hasConcept C3770464 @default.
• W1997100319 hasConcept C41008148 @default.
• W1997100319 hasConcept C43617362 @default.
• W1997100319 hasConcept C59822182 @default.
• W1997100319 hasConcept C78519656 @default.
• W1997100319 hasConcept C86803240 @default.
• W1997100319 hasConceptScore W1997100319C10138342 @default.
• W1997100319 hasConceptScore W1997100319C116834253 @default.
• W1997100319 hasConceptScore W1997100319C121332964 @default.
• W1997100319 hasConceptScore W1997100319C127413603 @default.
• W1997100319 hasConceptScore W1997100319C143724316 @default.
• W1997100319 hasConceptScore W1997100319C149782125 @default.
• W1997100319 hasConceptScore W1997100319C151730666 @default.
• W1997100319 hasConceptScore W1997100319C154945302 @default.
• W1997100319 hasConceptScore W1997100319C162324750 @default.
• W1997100319 hasConceptScore W1997100319C175706884 @default.
• W1997100319 hasConceptScore W1997100319C185592680 @default.
• W1997100319 hasConceptScore W1997100319C198531522 @default.
• W1997100319 hasConceptScore W1997100319C204036174 @default.
• W1997100319 hasConceptScore W1997100319C24890656 @default.
• W1997100319 hasConceptScore W1997100319C2524010 @default.
• W1997100319 hasConceptScore W1997100319C2776836416 @default.
• W1997100319 hasConceptScore W1997100319C2781291010 @default.
• W1997100319 hasConceptScore W1997100319C28719098 @default.
• W1997100319 hasConceptScore W1997100319C3018122192 @default.
• W1997100319 hasConceptScore W1997100319C31972630 @default.
• W1997100319 hasConceptScore W1997100319C33923547 @default.
• W1997100319 hasConceptScore W1997100319C3770464 @default.
• W1997100319 hasConceptScore W1997100319C41008148 @default.
• W1997100319 hasConceptScore W1997100319C43617362 @default.
• W1997100319 hasConceptScore W1997100319C59822182 @default.
• W1997100319 hasConceptScore W1997100319C78519656 @default.
• W1997100319 hasConceptScore W1997100319C86803240 @default.
• W1997100319 hasIssue "2" @default.
• W1997100319 hasLocation W19971003191 @default.
• W1997100319 hasOpenAccess W1997100319 @default.
• W1997100319 hasPrimaryLocation W19971003191 @default.
• W1997100319 hasRelatedWork W1997100319 @default.
• W1997100319 hasRelatedWork W2124548931 @default.
• W1997100319 hasRelatedWork W2138926105 @default.
• W1997100319 hasRelatedWork W2902835508 @default.
• W1997100319 hasRelatedWork W2906471315 @default.
• W1997100319 hasRelatedWork W2991477654 @default.
• W1997100319 hasRelatedWork W3004525100 @default.
• W1997100319 hasRelatedWork W3123364665 @default.
• W1997100319 hasRelatedWork W4248817909 @default.

• next