Matches in SemOpenAlex for { <https://semopenalex.org/work/W2008708794> ?p ?o ?g. }
Showing items 1 to 95 of
95
with 100 items per page.
- W2008708794 endingPage "845" @default.
- W2008708794 startingPage "838" @default.
- W2008708794 abstract "Automated traders operate market shares without human intervention. We propose a Trading Team based on atomic traders with opportunity detectors and simple effectors. The detectors signalize trading opportunities. For each trading signal, the effectors follow deterministic rules on when and what to trade in the market. The detectors are based on Partial Least Squares. We perform some trading experiments with twelve BM&FBovespa stocks. The empirical findings indicate that the proposed trading strategy reaches a 77.26 % annualized profit, outperforming by 380.07 % the chosen baseline strategy with a 16.07 % profit. We also investigate Multistock Resolution Strategy (MSR) performance subject to brokerage commissions and income tax. Whenever the initial investment is at least US$ 50, 000, the MSR strategy provides a profit of at least 38.63 %." @default.
- W2008708794 created "2016-06-24" @default.
- W2008708794 creator A5063245680 @default.
- W2008708794 creator A5084466158 @default.
- W2008708794 date "2013-01-01" @default.
- W2008708794 modified "2023-09-24" @default.
- W2008708794 title "Trading team composition for the intraday multistock market" @default.
- W2008708794 cites W1529355025 @default.
- W2008708794 cites W1965806369 @default.
- W2008708794 cites W1983153610 @default.
- W2008708794 cites W1989275788 @default.
- W2008708794 cites W2005158847 @default.
- W2008708794 cites W2024804972 @default.
- W2008708794 cites W2025983492 @default.
- W2008708794 cites W2032170121 @default.
- W2008708794 cites W2046346480 @default.
- W2008708794 cites W2065610112 @default.
- W2008708794 cites W2066795664 @default.
- W2008708794 cites W2068805783 @default.
- W2008708794 cites W2074169904 @default.
- W2008708794 cites W2101068228 @default.
- W2008708794 cites W2109635221 @default.
- W2008708794 cites W2119657026 @default.
- W2008708794 cites W2121183216 @default.
- W2008708794 cites W2137634615 @default.
- W2008708794 cites W2154892776 @default.
- W2008708794 cites W2165434809 @default.
- W2008708794 cites W2169015875 @default.
- W2008708794 cites W3124979809 @default.
- W2008708794 cites W4231546411 @default.
- W2008708794 doi "https://doi.org/10.1016/j.dss.2012.09.009" @default.
- W2008708794 hasPublicationYear "2013" @default.
- W2008708794 type Work @default.
- W2008708794 sameAs 2008708794 @default.
- W2008708794 citedByCount "5" @default.
- W2008708794 countsByYear W20087087942016 @default.
- W2008708794 countsByYear W20087087942017 @default.
- W2008708794 countsByYear W20087087942018 @default.
- W2008708794 countsByYear W20087087942021 @default.
- W2008708794 crossrefType "journal-article" @default.
- W2008708794 hasAuthorship W2008708794A5063245680 @default.
- W2008708794 hasAuthorship W2008708794A5084466158 @default.
- W2008708794 hasConcept C10138342 @default.
- W2008708794 hasConcept C103144560 @default.
- W2008708794 hasConcept C131562839 @default.
- W2008708794 hasConcept C144133560 @default.
- W2008708794 hasConcept C158876240 @default.
- W2008708794 hasConcept C162324750 @default.
- W2008708794 hasConcept C172428447 @default.
- W2008708794 hasConcept C175444787 @default.
- W2008708794 hasConcept C17744445 @default.
- W2008708794 hasConcept C181622380 @default.
- W2008708794 hasConcept C199539241 @default.
- W2008708794 hasConcept C24683644 @default.
- W2008708794 hasConcept C27548731 @default.
- W2008708794 hasConcept C40700 @default.
- W2008708794 hasConcept C78508483 @default.
- W2008708794 hasConcept C94625758 @default.
- W2008708794 hasConceptScore W2008708794C10138342 @default.
- W2008708794 hasConceptScore W2008708794C103144560 @default.
- W2008708794 hasConceptScore W2008708794C131562839 @default.
- W2008708794 hasConceptScore W2008708794C144133560 @default.
- W2008708794 hasConceptScore W2008708794C158876240 @default.
- W2008708794 hasConceptScore W2008708794C162324750 @default.
- W2008708794 hasConceptScore W2008708794C172428447 @default.
- W2008708794 hasConceptScore W2008708794C175444787 @default.
- W2008708794 hasConceptScore W2008708794C17744445 @default.
- W2008708794 hasConceptScore W2008708794C181622380 @default.
- W2008708794 hasConceptScore W2008708794C199539241 @default.
- W2008708794 hasConceptScore W2008708794C24683644 @default.
- W2008708794 hasConceptScore W2008708794C27548731 @default.
- W2008708794 hasConceptScore W2008708794C40700 @default.
- W2008708794 hasConceptScore W2008708794C78508483 @default.
- W2008708794 hasConceptScore W2008708794C94625758 @default.
- W2008708794 hasIssue "2" @default.
- W2008708794 hasLocation W20087087941 @default.
- W2008708794 hasOpenAccess W2008708794 @default.
- W2008708794 hasPrimaryLocation W20087087941 @default.
- W2008708794 hasRelatedWork W2008708794 @default.
- W2008708794 hasRelatedWork W2341687251 @default.
- W2008708794 hasRelatedWork W2510460543 @default.
- W2008708794 hasRelatedWork W2521336015 @default.
- W2008708794 hasRelatedWork W2760714711 @default.
- W2008708794 hasRelatedWork W2790317632 @default.
- W2008708794 hasRelatedWork W2943798021 @default.
- W2008708794 hasRelatedWork W2980409081 @default.
- W2008708794 hasRelatedWork W3183198676 @default.
- W2008708794 hasRelatedWork W4362598250 @default.
- W2008708794 hasVolume "54" @default.
- W2008708794 isParatext "false" @default.
- W2008708794 isRetracted "false" @default.
- W2008708794 magId "2008708794" @default.
- W2008708794 workType "article" @default.