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Risk adjusted returns from technical trading: a genetic programming approach
16 references·1 citing·37 second hop
Risk adjusted returns from technical trading: a genetic programming approach (2005)Risk adjusted returns from technical trad…Financial markets as nonlinear adaptive evolutionary systems (2001)Financial markets as nonlinea…Genetic Programming Prediction of Stock Prices (2000)Genetic Programming Predictio…Using genetic algorithms to find technical trading rules (1999)Using genetic algorithms to f…Technical analysis versus market efficiency - a genetic programming approach (1999)Technical analysis versus mar…Intraday Technical Trading in the Foreign Exchange Market (1999)Intraday Technical Trading in…The Dow Theory: William Peter Hamilton's Track Record Reconsidered (1998)The Dow Theory: William Peter…Market Efficiency and the Returns to Technical Analysis (1998)Market Efficiency and the Ret…Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach (1997)Is Technical Analysis in the …Asset Pricing Under Endogenous Expectations in an Artificial Stock Market (1997)Asset Pricing Under Endogenou…“Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach (1996)“Is Technical Analysis in the…The profitability of technical trading rules in the Asian stock markets (1995)The profitability of technica…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…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 …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Modelling cost into a genetic algorithm-based portfolio optimization system by seeding and objective sharing (2007)Modelling cost into a genetic…Asset Prices in an Exchange Economy (1978)A Rational Route to Randomness (1997)Time series properties of an artificial stock market (1999)Agent-based computational finance: Suggested readings and early research (2000)Heterogeneous Agent Models in Economics and Finance (2005)The Economy as an Evolving Complex System II (2018)Estimating betas from nonsynchronous data (1977)Permanent and Temporary Components of Stock Prices (1988)Efficient Capital Markets: II (1991)Tests of technical trading strategies in the emerging equity markets of Latin America and Asia (1999)Generating trading rules on the stock markets with genetic programming (2003)Dividend yields and expected stock returns (1988)Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural network, and genetic algorithm: a case study in romantic decision support (2002)Technical trading revisited: False discoveries, persistence tests, and transaction costs (2012)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)The use of technical analysis in the foreign exchange market (1992)Market Statistics and Technical Analysis: The Role of Volume (1994)Chapter 24 Agent-based Computational Finance (2006)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Currency momentum strategies (2012)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)Users of the world, unite! The challenges and opportunities of Social Media (2009)Expected stock returns and volatility (1987)An Anatomy of Trading Strategies (1998)The General Theory of Employment, Interest and Money. (1936)An Evolutionary Theory of Economic Change (1983)Noise Trader Risk in Financial Markets (1990)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)
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References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 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
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 1999Using genetic algorithms to find technical trading rules855 cited
  • 1997Asset Pricing Under Endogenous Expectations in an Artificial Stock Market832 cited
  • 1997Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach641 cited
  • 1995The profitability of technical trading rules in the Asian stock markets324 cited
  • 1998Market Efficiency and the Returns to Technical Analysis324 cited
  • 2001Financial markets as nonlinear adaptive evolutionary systems324 cited
  • 2000Genetic Programming Prediction of Stock Prices175 cited
  • 1998The Dow Theory: William Peter Hamilton's Track Record Reconsidered159 cited
  • 1996“Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach69 cited
  • 1999

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Technical analysis versus market efficiency - a genetic programming approach
47 cited
  • 1999Intraday Technical Trading in the Foreign Exchange Market44 cited
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    • 2007Modelling cost into a genetic algorithm-based portfolio optimization system by seeding and objective sharing35 cited