A Nonlinear Technical Indicator Selection Approach for Stock Markets. Application to the Chinese Stock Market

In this paper we present a combinatorial nonlinear technical indicator approach for the identification of appropriate combinations of stock technical indicators as inputs in non-linear models. This approach is illustrated with the example of Chinese stock indexes and 35 different stock technical ind...

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Bibliographic Details
Main Authors: Gerardo Alfonso, Daniel R. Ramirez
Format: Article
Language:English
Published: MDPI AG 2020-08-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/8/8/1301