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Improving moving average trading rules with boosting and statistical learning methods
16 references·4 citing·33 second hop
Improving moving average trading rules with boosting and statistical learning methods (2008)Improving moving average trading rules wi…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…Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach (1997)Is Technical Analysis in the …A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)A Decision-Theoretic Generali…Market Statistics and Technical Analysis: The Role of Volume (1994)Market Statistics and Technic…The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993)The significance of technical…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…On Technical Analysis (1989)On Technical AnalysisSome New Filter Rule Tests: Methods and Results (1988)Some New Filter Rule Tests: M…Essentials of Investments. (1978)Essentials of Investments.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 …Mutual Fund Performance (1966)Mutual Fund PerformanceFilter Rules and Stock-Market Trading (1966)Filter Rules and Stock-Market…Price Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…Dynamically Adjustable Moving Average (AMA’) technical analysis indicator to forecast Asian Tigers’ futures markets (2018)Dynamically Adjustable Moving…Generating Moving Average Trading Rules on the Oil Futures Market with Genetic Algorithms (2014)Generating Moving Average Tra…Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany (2014)Assessing the Macroeconomic F…An evolutionary trend reversion model for stock trading rule discovery (2014)An evolutionary trend reversi…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)The Relation Between Price Changes and Trading Volume: A Survey (1987)Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)The Behavior of Stock-Market Prices (1965)An Anatomy of Trading Strategies (1998)The illusory nature of momentum profits (2003)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)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)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)Expected stock returns and volatility (1987)Chapter 24 Agent-based Computational Finance (2006)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)The Nonstochastic Multiarmed Bandit Problem (2002)Prediction, Learning, and Games (2006)Survey on speech emotion recognition: Features, classification schemes, and databases (2010)Forecasting Stock Returns (2013)Rational Theory of Warrant Pricing (2015)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Efficient Capital Markets: II (1991)
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References

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  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
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  • 1999Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules

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305 cited
  • 1988Some New Filter Rule Tests: Methods and Results240 cited
  • Cited by

    • 2014Generating Moving Average Trading Rules on the Oil Futures Market with Genetic Algorithms31 cited
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    • 2014Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany30 cited
    • 2018Dynamically Adjustable Moving Average (AMA’) technical analysis indicator to forecast Asian Tigers’ futures markets24 cited