Forecasting systemic risk in portfolio selection: The role of technical trading rules

Journal of Forecasting ◽

10.1002/for.2741 ◽

2020 ◽

Author(s):

Noureddine Kouaissah ◽

Amin Hocine

Keyword(s):

Portfolio Selection ◽

Systemic Risk ◽

Technical Trading ◽

Technical Trading Rules ◽

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Portfolio selection based on technical trading rules optimized with a genetic algorithm

2010 IEEE 14th International Conference on Intelligent Engineering Systems ◽

10.1109/ines.2010.5483839 ◽

2010 ◽

Author(s):

J.F. Kotowski ◽

E. Szlachcic ◽

P.M. Wantowski

Keyword(s):

Genetic Algorithm ◽

Portfolio Selection ◽

Technical Trading ◽

Technical Trading Rules ◽

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Using Genetic Algorithms to Find Technical Trading Rules: A Comment on Risk Adjustment

SSRN Electronic Journal ◽

10.2139/ssrn.189488 ◽

1999 ◽

Author(s):

Christopher J. Neely

Keyword(s):

Genetic Algorithms ◽

Risk Adjustment ◽

Technical Trading ◽

Technical Trading Rules ◽

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Volume and Return Effects of Technical Trading Rules on the German Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.2022282 ◽

2012 ◽

Author(s):

Thomas Etheber

Keyword(s):

Stock Market ◽

Technical Trading ◽

Technical Trading Rules ◽

Trading Rules ◽

German Stock ◽

German Stock Market

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Nonlinear Technical Trading Rules Profits and Relative Efficiency: Evidence from the French Market

SSRN Electronic Journal ◽

10.2139/ssrn.296680 ◽

2002 ◽

Author(s):

Nicolas Wesner

Keyword(s):

Relative Efficiency ◽

Technical Trading ◽

Technical Trading Rules ◽

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Exchange rate forecasting using economic models and technical trading rules

European Journal of Finance ◽

10.1080/1351847x.2021.1949368 ◽

2021 ◽

pp. 1-22

Author(s):

Nima Zarrabi ◽

Stuart Snaith ◽

Jerry Coakley

Keyword(s):

Exchange Rate ◽

Economic Models ◽

Exchange Rate Forecasting ◽

Technical Trading ◽

Technical Trading Rules ◽

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Applying Technical Trading Rules to Beat Long-Term Investing: Evidence from Asian Markets

Asia-Pacific Financial Markets ◽

10.1007/s10690-021-09337-5 ◽

2021 ◽

Author(s):

Thomas S. Coe ◽

Kittipong Laosethakul

Keyword(s):

Technical Trading ◽

Technical Trading Rules ◽

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Effectiveness of simple technical trading rules in the Hong Kong futures markets

Applied Economics Letters ◽

10.1080/758525512 ◽

1996 ◽

Vol 3 (1) ◽

pp. 33-36 ◽

Author(s):

Mahendra Raj ◽

David Thurston

Keyword(s):

Hong Kong ◽

Futures Markets ◽

Technical Trading ◽

Technical Trading Rules ◽

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Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules

Studies in Nonlinear Dynamics & Econometrics ◽

10.2202/1558-3708.1033 ◽

1998 ◽

Vol 2 (4) ◽

Author(s):

Philip Hans Franses ◽

Kasper van Griensven

Keyword(s):

Neural Networks ◽

Exchange Rates ◽

Technical Trading ◽

Technical Trading Rules ◽

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Technical Trading Rules

Market Timing with Moving Averages ◽

10.1007/978-3-319-60970-6_4 ◽

2017 ◽

pp. 55-69

Author(s):

Valeriy Zakamulin

Keyword(s):

Technical Trading ◽

Technical Trading Rules ◽

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Predictability of the Simple Technical Trading Rules: An Out-of-Sample Test

SSRN Electronic Journal ◽

10.2139/ssrn.2066182 ◽

2012 ◽

Author(s):

Jiali Fang ◽

Ben Jacobsen ◽

Yafeng Qin

Keyword(s):

Technical Trading ◽

Technical Trading Rules ◽

Trading Rules ◽

Out Of Sample ◽

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