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Analysis of the Tick Rule and Bulk Volume Classification algorithms in the Brazilian stock market
This study aimed to compare the performance of Tick Rule (TR) and Bulk Volume Classification (BVC) models in classifying assets traded on the Brazilian stock exchange (B3) and indicate which one performs better as an investment decision tool. The assets were split into three groups based on their vo...
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| Publicado no: | BBR - Brazilian Business Review |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
FUCAPE Business School
2023
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| Assuntos: | |
| Acesso em linha: | https://www.redalyc.org/articulo.oa?id=123075331006 |
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