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Mathematical Problems in Engineering
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2015
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Article
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Tab 22
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Research Article
Stock Market Trading Rules Discovery Based on Biclustering Method
Table 22
Comparison with the GP on four Canadian stocks. “Profits (%)” is excess return. “Trades” is the number of trades.
Index
GP profits (%)
BIS
Profits (%)
Trades
ABX
31.76
36.54
15
CP
17.36
21.42
1
CXY
29.23
31.45
15
TRP
14.62
13.80
1
Average
23.24
25.80
8