The Dow Theory: William Peter Hamilton's Track Record Reconsidered

Author:

Brown Stephen J.1,Goetzmann William N.2,Kumar Alok2

Affiliation:

1. New York University Stern School of Business

2. Yale School of Management

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference30 articles.

1. Using genetic algorithms to find technical trading rules;Allen;Journal of Financial Economics,1998

2. An evolutionary algorithm that constructs recurrent neural networks;Angeline;IEEE Transactions on Neural Networks,1994

3. Asset pricing under exogenous expectations in an artificial stock market;Arthur;The Economy as an Evolving Complex System II, A Proceedings Volume in the Santa Fe Studies in the Sciences of Complexity,1997

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

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