Price: $9.01
By analyzing the fractal dimension of asset returns, investors can harness valuable signals to craft intricate trading strategies. Our study explores how the amalgamation of Artificial Neural Networks and Genetic Algorithms, when combined with technical and fundamental economic data, can bolster trading returns and yield lucrative outcomes. We utilize the Hurst Exponent as a measure for each time series to gauge its predictability. Our findings reveal four stocks with high Hurst exponents and two with low ones, suggesting that markets are not entirely random. We validate our hypothesis and conclude that deploying sophisticated trading strategies can indeed generate profitable returns in the Kuwaiti and Saudi Arabian stock markets. Read more.