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Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach
4 references·16 citing·45 second hop
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach (1997)Is Technical Analysis in the Foreign Exch…Market Statistics and Technical Analysis: The Role of Volume (1994)Market Statistics and Technic…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…Forecasting stock prices with a feature fusion LSTM-CNN model using different representations of the same data (2019)Forecasting stock prices with…Technical trading revisited: False discoveries, persistence tests, and transaction costs (2012)Technical trading revisited: …Currency momentum strategies (2012)Currency momentum strategiesThe Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009)The Adaptive Markets Hypothes…Evolutionary models in economics: a survey of methods and building blocks (2009)Evolutionary models in econom…WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)WHAT DO WE KNOW ABOUT THE PRO…The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)The obstinate passion of Fore…Chapter 24 Agent-based Computational Finance (2006)Chapter 24 Agent-based Comput…Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? (2005)Viewpoint: Towards a solution…A dynamic analysis of moving average rules$ (2004)A dynamic analysis of moving …Have trading rule profits in the currency markets declined over time? (2003)Have trading rule profits in …Generating trading rules on the stock markets with genetic programming (2003)Generating trading rules on t…Do Momentum-Based Strategies Still Work in Foreign Currency Markets? (2003)Do Momentum-Based Strategies …Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis (2003)Currency Orders and Exchange …A real-time adaptive trading system using genetic programming (2001)A real-time adaptive trading …Genetic Programming Prediction of Stock Prices (2000)Genetic Programming Predictio…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)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Empirical exchange rate models of the seventies (1983)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Heterogeneous Agent Models in Economics and Finance (2005)Expectations and Exchange Rate Dynamics (1976)Forward and spot exchange rates (1984)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)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)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Multifactor Explanations of Asset Pricing Anomalies (1996)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)The heterogeneous expectations hypothesis: Some evidence from the lab (2010)Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)Common risk factors in the returns on stocks and bonds (1993)Forecasting Stock Returns (2013)Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)The Cross-Section of Expected Stock Returns (1992)A hybrid stock price index forecasting model based on variational mode decomposition and LSTM network (2020)Fusion in stock market prediction: A decade survey on the necessity, recent developments, and potential future directions (2020)A stock price prediction method based on deep learning technology (2021)Risk, Return, and Equilibrium: Empirical Tests (1973)On Persistence in Mutual Fund Performance (1997)Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle (2010)A Century of Evidence on Trend-Following Investing (2017)The Share of Systematic Variation in Bilateral Exchange Rates (2017)A Simple Model of Herd Behavior (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Institutional Investors, Past Performance, and Dynamic Loss Aversion (2009)Carry Trade and Momentum in Currency Markets (2011)Econophysics review: II. Agent-based models (2011)Agent-Based Modeling in Economics and Finance: Past, Present, and Future (2025)
this work references cited by second hop

References

  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited

Cited by

  • 2007WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?609 cited
  • 2012Currency momentum strategies534 cited
  • 2006Chapter 24 Agent-based Computational Finance463 cited
  • 2006The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis446 cited
  • 2019Forecasting stock prices with a feature fusion LSTM-CNN model using different representations of the same data342 cited
  • 2003Do Momentum-Based Strategies Still Work in Foreign Currency Markets?309 cited
  • 2009The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market278 cited
  • 2005Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?273 cited
  • 2012Technical trading revisited: False discoveries, persistence tests, and transaction costs252 cited
  • 2003Generating trading rules on the stock markets with genetic programming233 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2003Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis227 cited
  • 2003Have trading rule profits in the currency markets declined over time?202 cited
  • 2001A real-time adaptive trading system using genetic programming192 cited
  • 2009Evolutionary models in economics: a survey of methods and building blocks192 cited
  • 2000Genetic Programming Prediction of Stock Prices175 cited
  • 2004A dynamic analysis of moving average rules$167 cited