5Technical Trading Rule Performance in Local Main Stock Market Indices187
5.1Introduction187
5.2Data and summary statistics188
5.3Empirical results191
5.3.1Results for themean return criterion191
5.3.2Results for the Sharpe ratio criterion199
5.4A recursive out-of-sample forecasting approach202
5.5Conclusion205
5.6Comparing the US, Dutch and Other Stock Markets208
Appendix211
A.Tables211
6An Evolutionary Adaptive Learning Model with Fundamentalists and Moving Average Traders237
6.1Introduction237
6.2The Brock-Hommes heterogeneous agents model239
6.3A modified heterogeneous agents asset pricing model244
6.3.1Utility-maximizing beliefs244
6.3.2Non-utility-maximizing beliefs: technical traders247
6.3.3Market equilibrium249
6.3.4A heterogeneous agents model with fundamentalists versus moving average traders254
6.3.5The dynamical system255
6.4Trading volume257
6.5Stability analysis258
6.5.1Steady state258
6.5.2Local stability of the steady state259
6.5.3Bifurcations260
6.6Numerical analysis264
6.6.1Lyapunov characteristic exponents264
6.6.2Parameter values266
6.6.3Model simulations267
6.7Conclusion270
Appendix272
A.Figures272
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