A trading rule based on this representation gave profits which are higher than obtainable f roc the aquot;buy and holdaquot; strategy which Increases our doubts about the weak ... In an efficient aarket , as is well known, such forecasts are of no value.

Title | : | IMACS '91 |

Author | : | International Association for Mathematics and Computers in Simulation |

Publisher | : | - 1991 |

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