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Generating Moving Average Trading Rules on the Oil Futures Market with Genetic Algorithms
16 references·0 citing·44 second hopsampled
Generating Moving Average Trading Rules on the Oil Futures Market with Genetic Algorithms (2014)Generating Moving Average Trading Rules o…The role of fluctuating modes of autocorrelation in crude oil prices (2013)The role of fluctuating modes…Modelling energy spot prices: Empirical evidence from NYMEX (2011)Modelling energy spot prices:…Are moving average trading rules profitable? Evidence from the European stock markets (2011)Are moving average trading ru…A genetic programming model to generate risk-adjusted technical trading rules in stock markets (2011)A genetic programming model t…Trend discovery in financial time series data using a case based fuzzy decision tree (2010)Trend discovery in financial …Financial volatility trading using a self-organising neural-fuzzy semantic network and option straddle-based approach (2010)Financial volatility trading …A hybrid model based on rough sets theory and genetic algorithms for stock price forecasting (2010)A hybrid model based on rough…The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009)The Adaptive Markets Hypothes…Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 (2008)Technical analysis and the Lo…Are there exploitable inefficiencies in the futures market for oil? (2005)Are there exploitable ineffic…A dynamic analysis of moving average rules$ (2004)A dynamic analysis of moving …Generating trading rules on the stock markets with genetic programming (2003)Generating trading rules on t…Computational learning techniques for intraday FX trading using popular technical indicators (2001)Computational learning techni…Using genetic algorithms to find technical trading rules (1999)Using genetic algorithms to f…Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach (1997)Is Technical Analysis in the …“Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach (1996)“Is Technical Analysis in the…The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)How exactly do markets adapt? Evidence from the moving average rule in three developed markets (2015)Individualized Indicator for All (2019)Testing the efficient market hypothesis in Latin American stock markets (2019)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)The use of technical analysis in the foreign exchange market (1992)Technical analysis and the Spanish stock exchange: testing the RSI, MACD, momentum and stochastic rules using Spanish market companies (2012)Investor sentiment, trading behavior and stock returns (2016)Stock Prediction Based on Technical Indicators Using Deep Learning Model (2021)Efficient Capital Markets: II (1991)Strategic decisions using the fuzzy PROMETHEE for IS outsourcing (2011)Application of evolutionary computation for rule discovery in stock algorithmic trading: A literature review (2015)Artificial Intelligence Applied to Stock Market Trading: A Review (2021)Does the Stock Market Overreact? (1985)Forecasting oil price movements: Exploiting the information in the futures market (2007)Multiscale entropy analysis of crude oil price dynamics (2011)Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time? (2016)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)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)A non-random walk down Wall Street (1999)An Heterogeneous, Endogenous and Coevolutionary GP-Based Financial Market (2009)A dynamic threshold decision system for stock trading signal detection (2011)HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction (2019)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Application of deep reinforcement learning in stock trading strategies and stock forecasting (2019)Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants (2020)Expected stock returns and volatility (1987)An Anatomy of Trading Strategies (1998)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)The relationship between return and market value of common stocks (1981)The Limits of Arbitrage (1995)Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias (2010)Physics and financial economics (1776–2014): puzzles, Ising and agent-based models (2014)Investing in low-carbon transitions: energy finance as an adaptive market (2015)The Exchange Rate in a Behavioral Finance Framework (2006)Heterogeneity, Market Mechanisms, and Asset Price Dynamics (2009)Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard‐to‐value fundamentals (2020)
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References

  • 1999Using genetic algorithms to find technical trading rules855 cited
  • 1997Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach641 cited
  • 2009The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market278 cited
  • 2003Generating trading rules on the stock markets with genetic programming233 cited
  • 2008Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30220 cited
  • 2010A hybrid model based on rough sets theory and genetic algorithms for stock price forecasting212 cited
  • 2004A dynamic analysis of moving average rules$167 cited
  • 2001Computational learning techniques for intraday FX trading using popular technical indicators167 cited
  • 2005Are there exploitable inefficiencies in the futures market for oil?106 cited
  • 2011Are moving average trading rules profitable? Evidence from the European stock markets83 cited
  • 2011Modelling energy spot prices: Empirical evidence from NYMEX83 cited
  • 2013The role of fluctuating modes of autocorrelation in crude oil prices83 cited
  • 1996“Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach69 cited
  • 2011A genetic programming model to generate risk-adjusted technical trading rules in stock markets

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58 cited
  • 2010Financial volatility trading using a self-organising neural-fuzzy semantic network and option straddle-based approach57 cited
  • 2010Trend discovery in financial time series data using a case based fuzzy decision tree54 cited
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