Author:
de la Cal E. A.,Fernández E. M.,Quiroga R.,Villar J. R.,Sedano J.
Publisher
Springer Berlin Heidelberg
Reference16 articles.
1. Allen, F., Karjalainen, R.: Using genetic algorithms to find technical trading rules. Journal of Financial Economics (51), 245–271 (1999)
2. Potvin, J.Y., Soriano, P., Vallée, M.: Generating trading rules on the stock markets with genetic programming. Computers and Operations Research (31), 1033–1047 (2004)
3. Chavarnakul, T., Enke, D.: A hybrid stock trading system for intelligent technical analysis-based equivolume charting. Neurocomputing 72(16-18), 3517–3528 (2009); Financial Engineering; Computational and Ambient Intelligence (IWANN 2007)
4. Neely, C.J.: Risk-adjusted, ex ante, optimal, technical trading rules in equity markets. Technical report, Federal Reserve Bank of St. Louis (2001)
5. O’Neill, M., Brabazon, A., Ryan, C.: Forecasting market indices using evolutionary automatic programming. a case study. In: Genetic Algorithms and Genetic Programming in Computational Finance. University of Limerick, University College Dublin, Ireland (2002)
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献