Credit scoring techniques application in investment decision making

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F14%3A00076743" target="_blank" >RIV/00216224:14560/14:00076743 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Credit scoring techniques application in investment decision making
Original language description
Algorithmic trading is achieving leading position in contemporary development of financial markets. Most strategies of algorithmic trading are still based on technical analysis. Basic technical analysis is following the rule that chosen strategy should be easy understandable and applicable in order to simplify investor?s decision making. This paper analyzes more sophisticated methods to combine the signals from several indicators to design investing strategy, which would be profitable in the long run. Econometrical and credit scoring methods are used to determine whether chosen indicators are relevant to the designed strategy. Explaining variables are time series of dummy variables indicating whether the indicator (exponential moving average) is suggesting submitting buy order or not. Lags of these variables are also included, so that time relations of indicators can be tested and whether indicators confirm each other.
Czech name
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Czech description
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Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
New Economic Challenges ? 5th International PhD Student Conference
ISBN
9788021071407
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
1-9
Publisher name
Masarykova Univerzita
Place of publication
Brno
Event location
Brno
Event date
Jan 1, 2014
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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