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Computational learning techniques for intraday FX trading using popular technical indicators
12 references·16 citing·50 second hop
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A Genetic Programming Approach (1997)Is Technical Analysis in the …High frequency data in financial markets: Issues and applications (1997)High frequency data in financ…A Survey of Empirical Research on Nominal Exchange Rates (1995)A Survey of Empirical Researc…A Survey of Empirical Research on Nominal Exchange Rates (1994)A Survey of Empirical Researc…The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993)The significance of technical…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Machine Learning and Finance (2021)Machine Learning and FinanceHATS: A Hierarchical Graph Attention Network for Stock Movement Prediction (2019)HATS: A Hierarchical Graph At…Grid Trading System Robot (GTSbot): A Novel Mathematical Algorithm for Trading FX Market (2019)Grid Trading System Robot (GT…A novel CNN-DDPG based AI-trader: Performance and roles in business operations (2019)A novel CNN-DDPG based AI-tra…Using a Genetic Algorithm to Improve Recurrent Reinforcement Learning for Equity Trading (2015)Using a Genetic Algorithm to …Sparse Coding-Inspired Optimal Trading System for HFT Industry (2015)Sparse Coding-Inspired Optima…Model Calibration and Automated Trading Agent for Euro Futures (2014)Model Calibration and Automat…Online Portfolio Selection: A Survey (2012)Online Portfolio Selection: A…A dynamic threshold decision system for stock trading signal detection (2011)A dynamic threshold decision …Computationally efficient FLANN-based intelligent stock price prediction system (2009)Computationally efficient FLA…Automated trading with boosting and expert weighting (2009)Automated trading with boosti…An Heterogeneous, Endogenous and Coevolutionary GP-Based Financial Market (2009)An Heterogeneous, Endogenous …A hybrid stock trading system for intelligent technical analysis-based equivolume charting (2009)A hybrid stock trading system…Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm (2008)Measuring the Efficiency of t…Predicting Stock Prices Using a Hybrid Kohonen Self Organizing Map (SOM) (2007)Predicting Stock Prices Using…Adaptive systems for foreign exchange trading (2004)Adaptive systems for foreign …Exposition of a New Theory on the Measurement of Risk (1954)Portfolio Selection: Efficient Diversification of Investments (1959)Mutual Fund Performance (1966)PAMR: Passive aggressive mean reversion strategy for portfolio selection (2012)Online portfolio selection (2014)An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown (2017)The Behavior of Stock-Market Prices (1965)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)A nonlinear autoregressive conditional duration model with applications to financial transaction data (2001)On covariance estimation of non-synchronously observed diffusion processes (2005)Price discovery on Bitcoin exchanges (2015)The General Theory of Employment, Interest and Money. 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this work references cited by second hop

References

  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1999A non-random walk down Wall Street647 cited
  • 1997Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach641 cited
  • 1993The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach472 cited
  • 1997High frequency data in financial markets: Issues and applications411 cited
  • 1999Technical trading rule profitability and foreign exchange intervention390 cited
  • 1998Performance functions and reinforcement learning for trading systems and portfolios292 cited
  • 2011A Non-Random Walk Down Wall Street227 cited
  • 2001A real-time adaptive trading system using genetic programming192 cited
  • 1995A Survey of Empirical Research on Nominal Exchange Rates146 cited
  • 1994A Survey of Empirical Research on Nominal Exchange Rates109 cited

Cited by

  • 2019HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction120 cited
  • 2009An Heterogeneous, Endogenous and Coevolutionary GP-Based Financial Market74 cited

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2011
A dynamic threshold decision system for stock trading signal detection
72 cited
  • 2019A novel CNN-DDPG based AI-trader: Performance and roles in business operations70 cited
  • 2009Automated trading with boosting and expert weighting68 cited
  • 2012Online Portfolio Selection: A Survey68 cited
  • 2007Predicting Stock Prices Using a Hybrid Kohonen Self Organizing Map (SOM)63 cited
  • 2009A hybrid stock trading system for intelligent technical analysis-based equivolume charting60 cited
  • 2015Sparse Coding-Inspired Optimal Trading System for HFT Industry50 cited
  • 2004Adaptive systems for foreign exchange trading50 cited
  • 2015Using a Genetic Algorithm to Improve Recurrent Reinforcement Learning for Equity Trading47 cited
  • 2019Grid Trading System Robot (GTSbot): A Novel Mathematical Algorithm for Trading FX Market47 cited
  • 2009Computationally efficient FLANN-based intelligent stock price prediction system42 cited
  • 2014Model Calibration and Automated Trading Agent for Euro Futures42 cited
  • 2008Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm29 cited
  • 2021Machine Learning and Finance1 cited