AN EMPIRICAL STUDY OF SIGNIFICANT VARIABLES FOR TRADING STRATEGIES

M. Delgado Calvo-Flores, J. F. Núñez Negrillo, E. Gibaja Galindo, C. Molina Férnandez

2007

Abstract

Nowadays, stock market investment is governed by investment strategies. An investment strategy consists in following a fixed philosophy over a period of time, and it can have a scientific, statistical or merely heuristic base. No method currently exists which is capable of measuring how good an investment strategy is either objectively or realistically. Through the use of Artificial Intelligence and Data Mining tools we have studied the different investment strategies of an important Spanish management agency and extracted a series of significant characteristics to describe them. Our objective is to evaluate and compare investment strategies in order to be able to use those which produce a peak return in our investment.

Paper Citation

in Harvard Style

Delgado Calvo-Flores M., F. Núñez Negrillo J., Gibaja Galindo E. and Molina Férnandez C. (2007). AN EMPIRICAL STUDY OF SIGNIFICANT VARIABLES FOR TRADING STRATEGIES . In Proceedings of the Ninth International Conference on Enterprise Information Systems - Volume 2: ICEIS, ISBN 978-972-8865-89-4, pages 330-335. DOI: 10.5220/0002354203300335

in Bibtex Style

@conference{iceis07,
author={M. Delgado Calvo-Flores and J. F. Núñez Negrillo and E. Gibaja Galindo and C. Molina Férnandez},
title={AN EMPIRICAL STUDY OF SIGNIFICANT VARIABLES FOR TRADING STRATEGIES},
booktitle={Proceedings of the Ninth International Conference on Enterprise Information Systems - Volume 2: ICEIS,},
year={2007},
pages={330-335},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0002354203300335},
isbn={978-972-8865-89-4},
}

in EndNote Style

TY - CONF
JO - Proceedings of the Ninth International Conference on Enterprise Information Systems - Volume 2: ICEIS,
TI - AN EMPIRICAL STUDY OF SIGNIFICANT VARIABLES FOR TRADING STRATEGIES
SN - 978-972-8865-89-4
AU - Delgado Calvo-Flores M.
AU - F. Núñez Negrillo J.
AU - Gibaja Galindo E.
AU - Molina Férnandez C.
PY - 2007
SP - 330
EP - 335
DO - 10.5220/0002354203300335