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A real-time adaptive trading system using genetic programming
4 references·16 citing·55 second hopsampled
A real-time adaptive trading system using genetic programming (2001)A real-time adaptive trading system using…The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence (1998)The use of fundamental and te…Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach (1997)Is Technical Analysis in the …From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (1997)From the bird's eye to the mi…Charts, Noise and Fundamentals in the London Foreign Exchange Market (1990)Charts, Noise and Fundamental…An Agent-Based Artificial Market Model for Studying the Bitcoin Trading (2019)An Agent-Based Artificial Mar…A High-Frequency Algorithmic Trading Strategy for Cryptocurrency (2018)A High-Frequency Algorithmic …Stock portfolio selection using learning-to-rank algorithms with news sentiment (2017)Stock portfolio selection usi…An intelligent hybrid trading system for discovering trading rules for the futures market using rough sets and genetic algorithms (2017)An intelligent hybrid trading…The profitability of pairs trading strategies: distance, cointegration and copula methods (2016)The profitability of pairs tr…Heuristic based trading system on Forex data using technical indicator rules (2016)Heuristic based trading syste…Forecasting East Asian Indices Futures via a Novel Hybrid of Wavelet-PCA Denoising and Artificial Neural Network Models (2016)Forecasting East Asian Indice…Does high frequency trading affect technical analysis and market efficiency? And if so, how? (2013)Does high frequency trading a…Combining technical trading rules using particle swarm optimization (2013)Combining technical trading r…A Technical Analysis Indicator Based On Fuzzy Logic (2013)A Technical Analysis Indicato…Predicting abnormal returns from news using text classification (2012)Predicting abnormal returns f…A Forex trading system based on a genetic algorithm (2012)A Forex trading system based …The information content of a limit order book: The case of an FX market (2011)The information content of a …An automated FX trading system using adaptive reinforcement learning (2005)An automated FX trading syste…Adaptive systems for foreign exchange trading (2004)Adaptive systems for foreign …Computational learning techniques for intraday FX trading using popular technical indicators (2001)Computational learning techni…The Variation of Certain Speculative Prices (1963)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Institutional Investors and Stock Market Volatility (2006)Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading (2011)Social physics (2022)Expectations and Exchange Rate Dynamics (1976)On the Impossibility of Informationally Efficient Markets (1980)Empirical exchange rate models of the seventies (1983)Technical Analysis in Financial Markets (2004)The heterogeneous expectations hypothesis: Some evidence from the lab (2010)Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)Learning to trade via direct reinforcement (2001)Dual Stochastic Dominance and Related Mean-Risk Models (2002)An intelligent financial portfolio trading strategy using deep Q-learning (2020)Editorial for the Special Section on Humans, Algorithms, and Augmented Intelligence: The Future of Work, Organizations, and Society (2021)Stock market forecasting using a multi-task approach integrating long short-term memory and the random forest framework (2021)The Noise Trader Approach to Finance (1990)Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis (2003)The effectiveness of Keynes–Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach (2005)The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)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)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)The Behavior of Stock-Market Prices (1965)ARCH modeling in finance (1992)A long memory property of stock market returns and a new model (1993)Deep Leaming for Stock Market Prediction Using Technical Indicators and Financial News Articles (2018)A Comprehensive Survey on Portfolio Optimization, Stock Price and Trend Prediction Using Particle Swarm Optimization (2020)Knowledge Graph-based Event Embedding Framework for Financial Quantitative Investments (2020)New Concepts in Technical Trading Systems (1978)Using genetic algorithms to find technical trading rules (1999)A stacked generalization system for automated FOREX portfolio trading (2017)An integrated framework of genetic network programming and multi-layer perceptron neural network for prediction of daily stock return: An application in Tehran stock exchange market (2019)A model of investor sentiment /A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Combining the wisdom of crowds and technical analysis for financial market prediction using deep random subspace ensembles (2018)Buzzwords build momentum: Global financial Twitter sentiment and the aggregate stock market (2019)Quantitative stock portfolio optimization by multi-task learning risk and return (2023)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Pairs trading with partial cointegration (2017)Automated trading systems statistical and machine learning methods and hardware implementation: a survey (2018)Enhancing a Pairs Trading strategy with the application of Machine Learning (2020)
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References

  • 1997Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach641 cited
  • 1997From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets522 cited
  • 1990Charts, Noise and Fundamentals in the London Foreign Exchange Market394 cited
  • 1998The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence340 cited

Cited by

  • 2005An automated FX trading system using adaptive reinforcement learning181 cited
  • 2001Computational learning techniques for intraday FX trading using popular technical indicators167 cited
  • 2016The profitability of pairs trading strategies: distance, cointegration and copula methods161 cited
  • 2012Predicting abnormal returns from news using text classification145 cited
  • 2017Stock portfolio selection using learning-to-rank algorithms with news sentiment95 cited
  • 2016Heuristic based trading system on Forex data using technical indicator rules72 cited
  • 2017An intelligent hybrid trading system for discovering trading rules for the futures market using rough sets and genetic algorithms64 cited
  • 2013Does high frequency trading affect technical analysis and market efficiency? And if so, how?54 cited
  • 2018A High-Frequency Algorithmic Trading Strategy for Cryptocurrency50 cited

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2004
Adaptive systems for foreign exchange trading
50 cited
  • 2016Forecasting East Asian Indices Futures via a Novel Hybrid of Wavelet-PCA Denoising and Artificial Neural Network Models49 cited
  • 2011The information content of a limit order book: The case of an FX market48 cited
  • 2013Combining technical trading rules using particle swarm optimization47 cited
  • 2019An Agent-Based Artificial Market Model for Studying the Bitcoin Trading44 cited
  • 2012A Forex trading system based on a genetic algorithm38 cited
  • 2013A Technical Analysis Indicator Based On Fuzzy Logic36 cited