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On the profitability of technical trading rules based on artificial neural networks:
6 references·16 citing·47 second hop
On the profitability of technical trading rules based on artificial neural networks: (2000)On the profitability of technical trading…Technical trading rule profitability and foreign exchange intervention (1999)Technical trading rule profit…Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules (1999)Linear, non-linear and essent…The predictability of security returns with simple technical trading rules (1998)The predictability of securit…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…A Simple Nonparametric Test of Predictive Performance (1992)A Simple Nonparametric Test o…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIApplication of Artificial Intelligence in Stock Market Forecasting: A Critique, Review, and Research Agenda (2021)Application of Artificial Int…Genetic algorithm-optimized multi-channel convolutional neural network for stock market prediction (2019)Genetic algorithm-optimized m…A literature review of technical analysis on stock markets (2017)A literature review of techni…Application of artificial neural network for the prediction of stock market returns: The case of the Japanese stock market (2016)Application of artificial neu…A data analytic approach to forecasting daily stock returns in an emerging market (2016)A data analytic approach to f…Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks (2015)Forecasting stock market inde…CAST: Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator (2011)CAST: Using neural networks t…Applications of Artificial Neural Networks in Financial Economics: A Survey (2010)Applications of Artificial Ne…Forecasting volatility with support vector machine‐based GARCH model (2009)Forecasting volatility with s…Profitability of technical stock trading: Has it moved from daily to intraday data? (2008)Profitability of technical st…A neural network approach to predicting stock exchange movements using external factors (2006)A neural network approach to …Are there exploitable inefficiencies in the futures market for oil? (2005)Are there exploitable ineffic…The Profitability of Technical Analysis: A Review (2004)The Profitability of Technica…Testing for predictability in emerging equity markets (2004)Testing for predictability in…Inflation forecasting using a neural network (2004)Inflation forecasting using a…A dynamic analysis of moving average rules$ (2004)A dynamic analysis of moving …Specification Tests in Econometrics (1978)Forecasting tourism demand: A review of empirical research (1995)Predictability of Stock Returns: Robustness and Economic Significance (1995)Introductory Econometrics for Finance (2008)Does the Stock Market Overreact? 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this work references cited by second hop

References

  • 1991Efficient Capital Markets: II5,346 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1992A Simple Nonparametric Test of Predictive Performance897 cited
  • 1999Technical trading rule profitability and foreign exchange intervention390 cited
  • 1999Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules305 cited
  • 1998The predictability of security returns with simple technical trading rules264 cited

Cited by

  • 2016Application of artificial neural network for the prediction of stock market returns: The case of the Japanese stock market230 cited
  • 2019Genetic algorithm-optimized multi-channel convolutional neural network for stock market prediction204 cited
  • 2017A literature review of technical analysis on stock markets193 cited
  • 2004A dynamic analysis of moving average rules$167 cited
  • 2015Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks163 cited
  • 2004Inflation forecasting using a neural network147 cited
  • 2010Applications of Artificial Neural Networks in Financial Economics: A Survey138 cited
  • 2008Profitability of technical stock trading: Has it moved from daily to intraday data?

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124 cited
  • 2004Testing for predictability in emerging equity markets111 cited
  • 2016A data analytic approach to forecasting daily stock returns in an emerging market111 cited
  • 2005Are there exploitable inefficiencies in the futures market for oil?106 cited
  • 2021Application of Artificial Intelligence in Stock Market Forecasting: A Critique, Review, and Research Agenda103 cited
  • 2011CAST: Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator100 cited
  • 2006A neural network approach to predicting stock exchange movements using external factors99 cited
  • 2009Forecasting volatility with support vector machine‐based GARCH model87 cited
  • 2004The Profitability of Technical Analysis: A Review80 cited