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Investment using evolutionary learning methods and technical rules
16 references·6 citing·38 second hop
Investment using evolutionary learning methods and technical rules (2010)Investment using evolutionary learning me…Technical Analysis in Financial Markets (2004)Technical Analysis in Financi…Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…Using genetic algorithms to find technical trading rules (1999)Using genetic algorithms to f…Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules (1999)Linear, non-linear and essent…Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Data‐Snooping, Technical Trad…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)A Decision-Theoretic Generali…Momentum Strategies (1996)Momentum StrategiesSimple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis" (1991)Naive Trading Rules in Financ…Evidence of Predictable Behavior of Security Returns (1990)Evidence of Predictable Behav…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …The Random Character of Stock Market Prices (1968)The Random Character of Stock…Filter Rules and Stock-Market Trading (1966)Filter Rules and Stock-Market…Forecasting realized volatility: Does anything beat linear models? (2024)Forecasting realized volatili…Do trend following strategies work in Chinese futures markets? (2017)Do trend following strategies…Concept drift mining of portfolio selection factors in stock market (2015)Concept drift mining of portf…An evolutionary trend reversion model for stock trading rule discovery (2014)An evolutionary trend reversi…A hybrid stock trading system using genetic network programming and mean conditional value-at-risk (2014)A hybrid stock trading system…Parallel genetic algorithms for stock market trading rules (2012)Parallel genetic algorithms f…The Behavior of Stock-Market Prices (1965)Does the Stock Market Overreact? (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Market underreaction to open market share repurchases (1995)Do Investors Trade Too Much? (1999)Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)Trading Volume and Serial Correlation in Stock Returns (1993)Comparing Predictive Accuracy (1994)Asymptotics for out of sample tests of Granger causality (2006)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Econometrics of Financial Markets (1997)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Forecasting Stock Returns (2013)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Replicating Anomalies (2018)The Nonstochastic Multiarmed Bandit Problem (2002)Prediction, Learning, and Games (2006)Survey on speech emotion recognition: Features, classification schemes, and databases (2010)Advances in prospect theory: Cumulative representation of uncertainty (1992)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1997A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting20,469 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1996Momentum Strategies1,275 cited
  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,118 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
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  • 2004Technical Analysis in Financial Markets372 cited
  • 1999Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules

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305 cited
  • 1991Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis"270 cited
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    • 2015Concept drift mining of portfolio selection factors in stock market18 cited