Author:
Pelusi Danilo,Tivegna Massimo,Ippoliti Pierluigi
Subject
Applied Mathematics,Analysis
Reference14 articles.
1. Using genetic algorithms to find technical trading rules1Helpful comments were made by Adam Dunsby, Lawrence Fisher, Steven Kimbrough, Paul Kleindorfer, Michele Kreisler, James Laing, Josef Lakonishok, George Mailath, and seminar participants at Institutional Investor, J.P. Morgan, the NBER Asset Pricing Program, Ohio State University, Purdue University, the Santa Fe Institute, Rutgers University, Stanford University, University of California, Berkeley, University of Michigan, University of Pennsylvania, University of Utah, Washington University (St. Louis), and the 1995 AFA Meetings in Washington, D.C. We are particularly grateful to Kenneth R. French (the referee), and G. William Schwert (the editor) for their suggestions. Financial support from the National Science Foundation is gratefully acknowledged by the first author and from the Academy of Finland by the second and from the Geewax-Terker Program in Financial Instruments by both. Correspondence should be addressed to Franklin Allen, The Wharton School, University of Pennsylvania, Philadelphia, PA 19104-6367.1
2. Tivegna M. and Chiofi G. News and Exchange rate dynamics, Ashgate London, 2004.
3. Dempster, M. C. M. Jones, Areal time adaptive trading system using genetic programming Judge Institute of Management, University of Cambridge, WP n. Vol. 36, 2000.
4. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis
Cited by
6 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