2013 Help me understand this report
A Comparative Study of Heuristic Conversion Algorithms, Genetic Programming and Return Predictability on the German Market
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“…A great amount of literature exists, but so far these works do not take into account worst-case analysis, cf. the overview in [36]. In the following we present the competitive analysis of three well known and widely used heuristic conversion algorithms, namely Moving Average Crossover (MA), Trading Range Breakout (TRB), and Momentum (MM).…”
Section: Theorem 25mentioning
confidence: 99%
“…A great amount of literature exists, but so far these works do not take into account worst-case analysis, cf. the overview in [36]. In the following we present the competitive analysis of three well known and widely used heuristic conversion algorithms, namely Moving Average Crossover (MA), Trading Range Breakout (TRB), and Momentum (MM).…”
Section: Theorem 25mentioning
confidence: 99%
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