Amsterdam
Netherlands
http://www.geocities.com/gerwingriffioen
University of Amsterdam - Faculty of Economics and Business (FEB)
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Technical analysis, technical trading rules, out-of-sample forecasting, heterogeneous agents modelling, datasnooping, bootstrapping, White's (2000) reality check, Hansen's (2001) superior predictive ability, futures, indexes, stocks, commodities, moving average, support and resistance
Heterogeneous adaptively learning agents, evolutionary dynamics, risk aversion, trading volume, bifurcation analysis, prediction strategies, technical analysis, fundamental analysis
pension, contribution, benefit, Japan scenario
technical analysis, parametric bootstrap techniques, commodity futures, exchange rate