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Optimizing filter rule parameters with genetic algorithm and stock selection with artificial neural networks for an improved trading: The case of Borsa Istanbul
11 references·0 citing·42 second hop
Optimizing filter rule parameters with genetic algorithm and stock selection with artificial neural networks for an improved trading: The case of Borsa Istanbul (2022)Optimizing filter rule parameters with ge…Testing Market Efficiency with Nonlinear Methods: Evidence from Borsa Istanbul (2019)Testing Market Efficiency wit…Re-examining the Turkish stock market efficiency: Evidence from nonlinear unit root tests (2014)Re-examining the Turkish stoc…Profitability of technical analysis in financial and commodity futures markets — A reality check (2010)Profitability of technical an…A real-valued genetic algorithm to optimize the parameters of support vector machine for predicting bankruptcy (2006)A real-valued genetic algorit…An analysis of trading strategies in eleven European stock markets (2005)An analysis of trading strate…Exchange rate forecasting : techniques and applications (2000)Exchange rate forecasting : t…Weak Form Efficiency of the Nigerian Stock Market: Further Evidence (1999)Weak Form Efficiency of the N…FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS (1992)FILTER RULE TESTS OF THE ECON…Some New Filter Rule Tests: Methods and Results (1988)Some New Filter Rule Tests: M…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Filter Rules and Stock-Market Trading (1966)Filter Rules and Stock-Market…The Behavior of Stock-Market Prices (1965)An Anatomy of Trading Strategies (1998)Using genetic algorithms to find technical trading rules (1999)The illusory nature of momentum profits (2003)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Modern Portfolio Theory and Investment Analysis. (1982)Are moving average trading rules profitable? Evidence from the European stock markets (2011)Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic (2021)Applying machine learning algorithms to predict the stock price trend in the stock market – The case of Vietnam (2024)Financial Ratios As Predictors of Failure (1966)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Feature selection in bankruptcy prediction (2008)Predicting bank financial failures using neural networks, support vector machines and multivariate statistical methods: A comparative analysis in the sample of savings deposit insurance fund (SDIF) transferred banks in Turkey (2008)Machine Learning in Financial Crisis Prediction: A Survey (2011)Stock return variances (1986)When Are Contrarian Profits Due to Stock Market Overreaction? (1990)Filter Tests In Nasdaq Stocks (1999)The Profitability of Technical Analysis: A Review (2004)Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? (2014)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)International Momentum Strategies (1998)A Test for Superior Predictive Ability (2005)Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean reversion in stock prices (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Testing for efficiency in the Saudi stock market: does corporate governance change matter? (2020)Promoting sustainable economic growth through natural resources management, green innovations, environmental policy deployment, and financial development: Fresh evidence from India (2024)An Intertemporal Capital Asset Pricing Model (1973)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Filter Rules Based on Price and Volume in Individual Security Overreaction (1999)Reexamining the Profitability of Technical Analysis with Data Snooping Checks (2005)Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias (2010)On the reliability of professional exchange rate forecasts: An empirical analysis for the €/US-$ rate (2003)Effects of Exchange Rate Volatility on the Stock Market: A Case Study of South Africa (2013)Forecasting exchange rates with the iMLP: New empirical insight on one multi-layer perceptron for interval time series (ITS) (2021)Modelling stock returns in Africa's emerging equity markets (2009)Testing the weak‐form efficiency in African stock markets (2011)A REVIEW ON DATA-DRIVEN REGULATORY COMPLIANCE IN NIGERIA (2023)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)
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References

  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 2006A real-valued genetic algorithm to optimize the parameters of support vector machine for predicting bankruptcy381 cited
  • 1988Some New Filter Rule Tests: Methods and Results240 cited
  • 2005An analysis of trading strategies in eleven European stock markets91 cited
  • 1999Weak Form Efficiency of the Nigerian Stock Market: Further Evidence86 cited
  • 2014Re-examining the Turkish stock market efficiency: Evidence from nonlinear unit root tests71 cited
  • 2000Exchange rate forecasting : techniques and applications57 cited
  • 1992FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS37 cited
  • 2010Profitability of technical analysis in financial and commodity futures markets — A reality check23 cited
  • 2019Testing Market Efficiency with Nonlinear Methods: Evidence from Borsa Istanbul22 cited

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