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Efficacy of Technical Analysis to Assess Fair Value Gap: Evidence from Nepalese Commercial Bank

2024· article· en· W4411669241 on OpenAlexaff
Khem Raj Subedi, Min Bahadur Shahi, Shankar Datt Bhatt

Bibliographic record

VenueSudurpaschim Spectrum · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsWestern University
Fundersnot available
KeywordsValue (mathematics)EconomicsBusinessStatisticsMathematics

Abstract

fetched live from OpenAlex

This paper examines the efficacy of the selected technical indicators to identify fair value gaps meant for stock investment and trade optimization based on the technical signals of the Banking sector stocks listed in the Nepal Stock Exchange (NEPSE). The analysis focuses on Simple Moving Averages (SMA), Moving Average Convergence Divergence (MACD), Bollinger Bands (BB), Relative Strength Index (RSI), and Fibonacci Retracement as key indicators. Findings reveal that the selected technical indicators provide reliable ground to explore fair value gap and better market entry and exit signals for optimizing investment, aligning with standard technical analysis principles. Therefore, the study underscores the significance of using multiple indicators for robust decision-making for stock market investment, particularly in emerging markets like Nepal, where market inefficiencies and volatility is common phenomena. Moreover, the results have practical implications for all market participants including traders, investors, and analysts. Future research should may choose other indicators to support this strategy to develop more comprehensive trading models.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.718
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.002
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.057
GPT teacher head0.288
Teacher spread0.231 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2024
Admission routes1
Has abstractyes

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