Results 11 to 20 of about 10,099 (192)
Adenosine A<sub>2A</sub> Receptors Control the Mis-Localization of Aquaporin-4 in Rats Subject to Repeated Restraint Stress. [PDF]
Restraint stress triggers anxiety, along with a loss of polarization and coverage of aquaporin‐4 (AQP4) in astrocytes of the frontal cortex; these effects are attenuated by blockade of adenosine A2A receptors. ABSTRACT Repeated stress triggers anxiety accompanied by a deregulation of cortical glucocorticoid receptors, which is relieved by blocking ...
Dias L +5 more
europepmc +2 more sources
Algorithmic Strategies for Precious Metals Price Forecasting
This research is the first attempt to create machine learning (ML) algorithmic systems that would be able to automatically trade precious metals. The algorithm uses three forecast methodologies: linear regression (LR), Darvas boxes (DB), and Bollinger ...
Gil Cohen
doaj +1 more source
A learning adaptive Bollinger band system [PDF]
This paper introduces a novel forecasting algorithm that is a blend of micro and macro modelling perspectives when using Artificial Intelligence (AI) techniques. The micro component concerns the fine-tuning of technical indicators with population based optimization algorithms.
Matthew Butler 0001, Dimitar Kazakov
openaire +1 more source
Binary Options as a Modern Fenomenon of Financial Business
Binary options are a new instrument of the financial market. The aim of this paper is to analyze the use of binary options with trading and to illustrate this on the practical example of trades based on Bollinger bands indicator.
Kolková Andrea, Lenertová Lucie
doaj +3 more sources
Stochastic Neural Networks-Based Algorithmic Trading for the Cryptocurrency Market
Throughout the history of modern finance, very few financial instruments have been as strikingly volatile as cryptocurrencies. The long-term prospects of cryptocurrencies remain uncertain; however, taking advantage of recent advances in neural networks ...
Vasu Kalariya +7 more
doaj +1 more source
<abstract> <p>An investor uses the graphical presentation of Bollinger Bands to get signals of the ups and downs, as well the volatility of the market from the expansion and tightening of the UBB and LBB, reflecting higher and lower volatility.
openaire +2 more sources
Empirical optimization of Bollinger Bands for profitability [PDF]
This paper endeavours to evaluate the profitability of Bollinger Bands through an empirical study. Bollinger Bands are able to capture sudden fluctuations in price level, which may be useful when tweaking its inputs to derive a trading rule. For the purpose of projecting prices, technical analysts have chosen a moving average of 20 days for short term ...
openaire +3 more sources
Les bandes de Bollinger comme technique de réduction de la variance des prix d’options sur obligations obtenus par la simulation de Monte-Carlo [PDF]
Dans cet article, nous proposons une nouvelle technique de réduction de la variance d’une simulation : les bandes de Bollinger. Nous montrons comment le recours aux bandes de Bollinger, une procédure utilisée en analyse ...
Rostan, Pierre, Théoret, Raymond
core +1 more source
Stock exchange trading has been utilized to gain profit by constantly buying and selling best-performing stocks in a short term. Deep knowledge, time dedication, and experience are essential for optimizing profit if stock price fluctuations are analyzed
I Made Akira Ivandio Agusta +2 more
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ANALYSIS OF THE INVESTMENT ARBITRAGE STRATEGY USING FINANCIAL MULTIPLIERS
This article describes an algorithm for stock pairs trading using financial multipliers of underlying companies. This algorithm has been tested on historical data and compared with classical Bollinger bands strategy.
Dmitry S. Pashkov
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