Risk-adjusted, ex ante, optimal technical trading rules in equity markets
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference27 articles.
1. Using genetic algorithms to find technical trading rules;Allen;Journal of Financial Economics,1999
2. The profitability of technical trading rules in the Asian stock markets;Bessembinder;Pacific-Basin Finance Journal,1995
3. Market efficiency and the returns to technical analysis;Bessembinder;Financial Management,1998
4. Simple technical trading rules and the stochastic properties of stock returns;Brock;Journal of Finance,1992
5. The Dow theory: William Peter Hamilton's track record reconsidered;Brown;Journal of Finance,1998
Cited by 43 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
1. A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization;Computational Management Science;2024-03-20
2. A deep Q-learning based algorithmic trading system for commodity futures markets;Expert Systems with Applications;2024-03
3. Evolutionary Machine Learning in Finance;Handbook of Evolutionary Machine Learning;2023-11-02
4. The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets;Financial Markets and Portfolio Management;2023-08-12
5. A Guide to stock-trading decision Making based on popular Technical Indicators;2021 International Conference on Decision Aid Sciences and Application (DASA);2021-12-07
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3