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2018 | 65 | 4 | 422-435

Article title

Wpływ jednostki dyskretyzacji na efektywność modelowania kursu walutowego w reprezentacji binarnej

Content

Title variants

Impact of Discretization Units on the Modelling Efficiency of Currency Exchange Rate in Binary Representation

Languages of publication

PL

Abstracts

Year

Volume

65

Issue

4

Pages

422-435

Physical description

Contributors

  • Uniwersytet Ekonomiczny w Poznaniu, Wydział Zarządzania, Katedra Inwestycji i Nieruchomości
  • Uniwersytet Ekonomiczny w Poznaniu, Wydział Zarządzania, Katedra Inwestycji i Nieruchomości

References

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  • Burgess G., (2010), Trading and Investing in the Forex Markets Using Chart Techniques, 543, John Wiley and Sons.
  • Chung K. L., (2012), Elementary Probability Theory with Stochastic Processes, Springer.
  • De Villiers V., (1933), The Point and Figure Method of Anticipating Stock Price Movements: Complete Theory and Practice, Stock Market Publications.
  • Fama E. F., (1970), Efficient Capital Markets: A Review of Theory and Empirical Work, The Journal of Finance, 43, 383-417.
  • Godbole A. P., Papastavridis S. G., (1994), Runs and Patterns in Probability: Selected Papers, Dordrecht, Kluwer Academic.
  • Jasemi M., Kimiagari A. M., Memariani A., (2011), A Modern Neural Network Model to Do Stock Market Timing on the Basis of the Ancient Investment Technique of Japanese Candlestick, Expert Systems with Applications, 38 (4), 3884–3890.
  • Lo A. W., Mamaysky H., Wang J., (2000), Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation, The Journal of Finance, 55 (4), 1705– –1770.
  • Logue D. E., Sweeney R. J., (1977), White Noise in Imperfect Markets: the Case of the Franc/Dollar Exchange Rates, The Journal of Finance, 32 (3), 761-768.
  • Menezes A. J., Van Oorschot P. C., Vanstone S. A., (1996), Handbook of Applied Cryptography, CRC Press.
  • Murphy J. J., (1999), Analiza techniczna rynków finansowych. WIG-Press, Warszawa.
  • Neely C. J., Weller P. A., (2012), Technical Analysis in the Foreign Exchange Market, w: James J., Marsh I. W., Sarno L., (red.), Handbook of Exchange Rates, John Wiley & Sons.
  • Piasecki K, Stasiak M. D., (2018), The Currency Trading System with Constant Magnitude of Unitary Return, w: Szkutnik W., Sączewska-Piotrowska A., Hadaś-Dyduch M., Acedański J., (red.), 10th International Scientific Conference Analysis of International Relations 2018. Methods and Models of Regional Development. Summer Edition, Katowice, 40-49.
  • Rukhin A., Soto J., Nechvatal J., Barker E., Leigh S., Levenson M., Smid M., (2010), Statistical Test Suite for Random and Pseudorandom Number Generators for Cryptographic Applications, NIST special publication.
  • Schlossberg B., (2006), Technical Analysis of the Currency Market, John Wiley & Sons, 2006.
  • Stasiak M. D., (2017), Modelling of Currency Exchange Rates Using a Binary Representation, w: Wilimowska Z., Borzemski L., Grzech A., Świątek J., (red.), Information Systems Architecture and Technology: Proceedings of 37th International Conference on Information Systems Architecture and Technology – ISAT 2016 – Part IV, Springer, Cham, 153-161.
  • Stasiak M. D., (2018), Modelling of Currency Exchange Rates Using a Binary-Temporal Representation, w: Choudhry T., Mizerka J., (red.), Contemporary Trends in Accounting, Finance and Financial Institutions: Proceedings from the International Conference on Accounting, Finance and Financial Institutions (ICAFFI), Springer, 97–110.
  • Valcu D., (2004), Using The Heikin-Ashi Technique, Technical Analysis of Stocks and Commodities- Magazine, 22 (2), 16–29.
  • Yazdi S. H. M., Lashkari Z. H., (2013), Technical Analysis of Forex by MACD Indicator, International Journal of Humanities and Management Sciences, 1 (2), 159–165.

Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.polindex-article-doi-10_5604_01_3001_0014_0600
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