Price: $14.88
By analyzing the fractal dimension of asset returns, investors have the ability to leverage signals for the development of intricate trading strategies. Our study delves into the potential of Artificial Neural Networks and Genetic Algorithms in combination with technical and fundamental economic data to boost trading returns and yield profitable results. We apply the Hurst Exponent to each time series to gauge its predictability. Our findings reveal four stocks with high Hurst exponents and two with low ones. This indicates that the markets are not entirely subject to randomness. Thus, we affirm our hypothesis and draw the conclusion that it’s feasible to generate profits in the Kuwaiti and Saudi Arabian stock markets through the application of advanced trading strategies. Read more.