Arman Hassanniakalager

University of Bath - School of Management

Lecturer

Claverton Down

Bath, BA2 7AY

United Kingdom

http://researchportal.bath.ac.uk/en/persons/arman-hassanniakalager

SCHOLARLY PAPERS

3

DOWNLOADS

245

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Trading the Foreign Exchange Market with Technical Analysis and Bayesian Statistics

Number of pages: 37 Posted: 24 Aug 2017 Last Revised: 11 Sep 2020
Arman Hassanniakalager, Georgios Sermpinis and Charalampos Stasinakis
University of Bath - School of Management, University of Glasgow and University of Glasgow
Downloads 205 (164,034)

Abstract:

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Trading, Technical Analysis, Foreign Exchange, Bayesian Averaging, Relevance Vector Machines

2.

Is Technical Analysis Still Profitable? Evidence from MSCI Indices, Cross-Validation and Discrete False Discovery Rate

Number of pages: 61 Posted: 02 Dec 2018 Last Revised: 22 Sep 2020
University of Glasgow, University of Bath - School of Management, University of Glasgow and University of St Andrews School of Economics and Finance
Downloads 40 (466,158)

Abstract:

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financial economics, false discovery rate, multiple hypothesis testing, stock index, portfolio management

3.

A Conditional Fuzzy Inference Approach in Forecasting

European Journal of Operational Research, Forthcoming
Posted: 25 Mar 2017 Last Revised: 22 Sep 2020
University of Bath - School of Management, University of Glasgow, University of Glasgow and Essex Business School

Abstract:

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Forecasting; Conditional Fuzzy Inference; Fuzzy Rules; Classification