Can trend followers survive in the long-run? Insights from agent-based modelling

Xue-Zhong He, P. Hamill, Youwei Li

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

1 Citation (Scopus)
Original languageEnglish
Title of host publicationNatural Computing in Computational Finance
EditorsA. Brabazon, M. O'Neill
PublisherSpringer
Pages253-269
Number of pages17
ISBN (Print)978-3-540-77476-1
DOIs
Publication statusPublished - 2008

Bibliographical note

Chapter Number: 14

Cite this

He, X-Z., Hamill, P., & Li, Y. (2008). Can trend followers survive in the long-run? Insights from agent-based modelling. In A. Brabazon, & M. O'Neill (Eds.), Natural Computing in Computational Finance (pp. 253-269). Springer. https://doi.org/10.1007/978-3-540-77477-8_14