Fitting the control parameters of a genetic algorithm: An application to technical trading systems design-Reference-Cited by-同舟云学术

Fitting the control parameters of a genetic algorithm: An application to technical trading systems design

Published:2007-06 Issue:3 Volume:179 Page:847-868
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Núñez-Letamendia Laura

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference44 articles.

1. Agrawal, S., Deb, K., 1999. Understanding interactions among genetic algorithms parameters. In: Banzhaf, W., Reeves, C. (Eds.), Foundations of Genetic Algorithms, vol. 5.

2. Using genetic algorithms to find technical trading rules;Allen;Journal of Financial Economics,1999

3. Technical Market Indicators: Analysis and Performance;Bauer,1999

4. The profitability of technical trading rules in the Asian stock markets;Bessembinder;Pacific-Basin Finance Journal,1995

5. Simple technical rules and stochastic properties of stock returns;Brock;Journal of Finance,1992

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