Generating trading rules on the stock markets with genetic programming-Reference-Cited by-同舟云学术

Generating trading rules on the stock markets with genetic programming

Published:2004-06 Issue:7 Volume:31 Page:1033-1047
ISSN:0305-0548
Container-title:Computers & Operations Research
language:en
Short-container-title:Computers & Operations Research

Author:

Potvin Jean-Yves,Soriano Patrick,Vallée Maxime

Publisher

Elsevier BV

Subject

Management Science and Operations Research,Modeling and Simulation,General Computer Science

Reference28 articles.

1. Alexander SS, Price movements in speculative markets: trends or random walks. In: P.H. Cootner (Ed.) The random character of stock market prices, vol. 2. Cambridge, MA: MIT Press, 1964. p. 338–72.

2. Filter rules and stock market trading;Fama;Journal of Business,1966

3. Efficient capital markets;Fama;Journal of Finance,1970

4. Random walks and technical theories;Jensen;Journal of Finance,1970

5. The CRISMA trading system;Pruitt;Journal of Portfolio Management,1988

Cited by 144 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. Forecasting financial market structure from network features using machine learning;Knowledge and Information Systems;2024-04-22

2. Construct Alpha Factors in Cryptocurrency Market;Lecture Notes in Networks and Systems;2024

3. A memetic-based technical indicator portfolio and parameters optimization approach for finding trading signals to construct transaction robot in smart city era;Intelligent Data Analysis;2023-10-06

4. Multi-Objective Optimisation and Genetic Programming for Trading by Combining Directional Changes and Technical Indicators;2023 IEEE Congress on Evolutionary Computation (CEC);2023-07-01

5. Deep reinforcement learning based on transformer and U-Net framework for stock trading;Knowledge-Based Systems;2023-02