References

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• 1994Performance Measurement in a Downside Risk Framework899 cited
• 1999Using genetic algorithms to find technical trading rules855 cited
• 2010An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange426 cited
• 2003Neural network techniques for financial performance prediction: integrating fundamental and technical analysis380 cited
• 2010Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches378 cited
• 2004A comparison between Fama and French's model and artificial neural networks in predicting the Chinese stock market220 cited
• 2008Evolving Least Squares Support Vector Machines for Stock Market Trend Mining218 cited
• 2005Momentum and mean reversion across national equity markets172 cited
• 2008Evolving and clustering fuzzy decision tree for financial time series data forecasting156 cited
• 2008A Hybrid System Integrating a Wavelet and TSK Fuzzy Rules for Stock Price Forecasting117 cited
• 2012Stock price forecast using Bayesian network100 cited
• 2011Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition95 cited
• 2005Trend following: how great traders make millions in up or down markets