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Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis

  • Published:2015-07 Issue: Volume:37 Page:85-98
  • ISSN:1042-4431
  • Container-title:Journal of International Financial Markets, Institutions and Money
  • language:en
  • Short-container-title:Journal of International Financial Markets, Institutions and Money

Author:

Manahov Viktor,Hudson Robert,Hoque Hafiz

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference54 articles.

1. Using genetic algorithms to find technical trading rules;Allen;J. Financ. Econ.,1999

2. Forecasting aggregate retail sales: a comparison of artificial neural networks and traditional methods;Alon;Journal of Retailing and Consumer Services,2001

3. Markets and the use of knowledge.;Beckmann,1994

4. GP-evolved technical trading rules can outperform buy and hold;Becker,2003

5. A quasi-experimental test of the Marginal Trader Hypothesis;Blackwell;Kyklos,2011

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