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predictability of non-linear trading rules in the us stock - PowerPoint Presentation

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predictability of non-linear trading rules in the us stock - PPT Presentation

chong amp Lam 2010 Overview Liu Min Qi Yichen Zhang Fengtian Literature review of the paper A brief introduction of the 3 models used in the paper The strategies and results Model selection for our project ID: 581963

model index buy setar index model setar buy sell 200 150 trading vma stock parameter paper seng moving hang

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