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Applied Mathematical Finance Volume 5, 1998 - Issue 3-4
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Original Articles

The predictive power of price patterns

G. Caginalp
&
H. Laurent
Pages 181-205 | Published online: 14 Oct 2010

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Tsung-Hsun Lu & Yung-Ming Shiu. (2016) Can 1-day candlestick patterns be profitable on the 30 component stocks of the DJIA?. Applied Economics 48:35, pages 3345-3354.
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Olivier Brandouy, Jean-Paul Delahaye & Lin Ma. (2014) A computational definition of financial randomness. Quantitative Finance 14:5, pages 761-770.
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Tsung-Hsun Lu & Yung-Ming Shiu. (2012) Tests for Two-Day Candlestick Patterns in the Emerging Equity Market of Taiwan. Emerging Markets Finance and Trade 48:sup1, pages 41-57.
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Ahmet Duran & Michael J. Bommarito. (2011) A profitable trading and risk management strategy despite transaction costs. Quantitative Finance 11:6, pages 829-848.
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Jessica James & Louis Yang. (2010) Stop-losses, maximum drawdown-at-risk and replicating financial time series with the stationary bootstrap. Quantitative Finance 10:1, pages 1-12.
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Ahmet Duran & Gunduz Caginalp. (2008) Parameter optimization for differential equations in asset price forecasting. Optimization Methods and Software 23:4, pages 551-574.
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Vincent Wing-Shing Lam, Terence Tai-Leung Chong & Wing-Keung Wong. (2007) Profitability of intraday and interday momentum strategies. Applied Economics Letters 14:15, pages 1103-1108.
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