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Titlebook: Mastering the Discrete Fourier Transform in One, Two or Several Dimensions; Pitfalls and Artifac Isaac Amidror Book 2013 Springer-Verlag Lo

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Isaac Amidrorthe lack of in- and out-of-sample correlation is due to a drastic change in market conditions, and find that the RSRRL can consistently outperform the RRL only when certain conditions are present. We also find that trading volume presents a lot of promise as an indicator, and could be the way forwar
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Isaac Amidrording, Differential Evolution, Genetic Algorithms, Evolution Strategies, Quantum-Inspired Evolutionary Algorithms, Bacterial Foraging Algorithms, Genetic Programming, Agent-based Modelling and hybrid approaches including Fuzzy-Evolutionary Algorithms, Radial-Basis Function Networks with Kalman Filter
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Mastering the Discrete Fourier Transform in One, Two or Several DimensionsPitfalls and Artifac
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