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1 – 10 of 13
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Article
Publication date: 30 May 2018

Yvon Pesqueux

330

Abstract

Details

Society and Business Review, vol. 13 no. 2
Type: Research Article
ISSN: 1746-5680

Content available
Book part
Publication date: 8 September 2022

Stephen Turner

Abstract

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Mad Hazard
Type: Book
ISBN: 978-1-80382-670-7

Content available
Book part
Publication date: 4 December 2023

Stuart Cartland

Abstract

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Constructing Realities
Type: Book
ISBN: 978-1-83797-546-4

Open Access
Article
Publication date: 11 August 2021

Alberto Antonio Agudelo Aguirre, Néstor Darío Duque Méndez and Ricardo Alfredo Rojas Medina

This study aims to determine whether, by means of the application of genetic algorithms (GA) through the traditional technical analysis (TA) using moving average…

1733

Abstract

Purpose

This study aims to determine whether, by means of the application of genetic algorithms (GA) through the traditional technical analysis (TA) using moving average convergence/divergence (MACD), is possible to achieve higher yields than those that would be obtained using technical analysis investment strategies following a traditional approach (TA) and the buy and hold (B&H) strategy.

Design/methodology/approach

The study was carried out based on the daily price records of the NASDAQ financial asset during 2013–2017. TA approach was carried out under graphical analysis applying the standard MACD. GA approach took place by chromosome encoding, fitness evaluation and genetic operators. Traditional genetic operators (i.e. crossover and mutation) were adopted as based on the chromosome customization and fitness evaluation. The chromosome encoding stage used MACD to represent the genes of each chromosome to encode the parameters of MACD in a chromosome. For each chromosome, buy and sell indexes of the strategy were considered. Fitness evaluation served to defining the evaluation strategy of the chromosomes in the population according to the fitness function using the returns gained in each chromosome.

Findings

The paper provides empirical-theoretical insights about the effectiveness of GA to overcome the investment strategies based on MACD and B&H by achieving 5 and 11% higher returns per year, respectively. GA-based approach was additionally capable of improving the return-to-risk ratio of the investment.

Research limitations/implications

Limitations deal with the fact that the study was carried out on US markets conditions and data which hamper its application in some extend to markets with not as much development.

Practical implications

The findings suggest that not only skilled but also amateur investors may opt for investment strategies based on GA aiming at refining profitable financial signals to their advantage.

Originality/value

This paper looks at machine learning as an up-to-date tool with great potential for increasing effectiveness in profits when applied into TA investment approaches using MACD in well-developed stock markets.

Details

Journal of Economics, Finance and Administrative Science, vol. 26 no. 52
Type: Research Article
ISSN: 2218-0648

Keywords

Open Access
Article
Publication date: 27 November 2019

Davi Laskani Hoffmann and Alvair Silveira Torres Jr

The small Brazilian companies are responsible for a large part of national GDP and formal jobs in the country. This expressiveness is contrasted with the specificities of…

1270

Abstract

Purpose

The small Brazilian companies are responsible for a large part of national GDP and formal jobs in the country. This expressiveness is contrasted with the specificities of companies of this size possess, including the need to innovate to survive. Research shows that 83 percent of Brazilian SMEs have launched new products and services, obtaining positive results through this innovative process. This competitive advantage is weighted by a great feature of the small organization: resource constraint. The paper aims to discuss this issue.

Design/methodology/approach

Research was carried out in three stages: one qualitative research (by using focal groups) and another two quantitative research works (descriptive and cross-sectional).

Findings

The author identified three factors that are important for teenagers when influencing the purchase of the family car: safety, sportiness and comfort. The identification of these factors shows that the millennial generation tends to emphasize aspects of individual interest, such as status and performance, and family context, such as safety and comfort, rather than social aspects, such as the type of fuel and environmental impact.

Social implications

The authors recommend the development of automobiles that prioritize the three factors mentioned herein in order to reverse the trend of declining car purchase.

Originality/value

The authors presented the relevant attributes in buying decisions of family cars according to teenagers. The authors also indicated which automobile attributes are relevant for a more informed, connected, and with an increasing purchase power generation in contrast with previous generations, whose social context was prior to the emergence of social media.

Details

Revista de Gestão, vol. 26 no. 4
Type: Research Article
ISSN: 2177-8736

Keywords

Content available
Book part
Publication date: 1 July 2017

Peter K. Ross, Susan Ressia and Elizabeth J. Sander

Abstract

Details

Work in the 21st Century
Type: Book
ISBN: 978-1-78714-578-8

Content available
Book part
Publication date: 26 October 2022

Stephanie Alice Baker

Abstract

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Wellness Culture
Type: Book
ISBN: 978-1-80262-465-6

Content available
Article
Publication date: 1 February 1998

38

Abstract

Details

Kybernetes, vol. 27 no. 1
Type: Research Article
ISSN: 0368-492X

Content available
Article
Publication date: 10 August 2012

Gizem Öksüzoğlu Güven

408

Abstract

Details

International Journal of Entrepreneurial Behavior & Research, vol. 18 no. 5
Type: Research Article
ISSN: 1355-2554

Keywords

Content available
Book part
Publication date: 14 December 2018

Abstract

Details

Airline Economics in Asia
Type: Book
ISBN: 978-1-78754-566-3

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