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 ◽

Download Full-text

LARG: Loss avoidance technical trading rules using genetic algorithm

2016 8th International Conference on Knowledge and Smart Technology (KST) ◽

10.1109/kst.2016.7440513 ◽

2016 ◽

Author(s):

Suriya Yodphet ◽

Sunisa Rimcharoen ◽

Nutthanon Leelathakul

Keyword(s):

Genetic Algorithm ◽

Technical Trading ◽

Technical Trading Rules ◽

Trading Rules ◽

Download Full-text

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 ◽

Download Full-text

Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-Optimised Technical Trading Rules

Evolutionary Computation in Economics and Finance - Studies in Fuzziness and Soft Computing ◽

10.1007/978-3-7908-1784-3_16 ◽

2002 ◽

pp. 287-310 ◽

Author(s):

Robert Pereira

Keyword(s):

Genetic Algorithm ◽

Empirical Evaluation ◽

Technical Trading ◽

Technical Trading Rules ◽

Download Full-text

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 ◽

Download Full-text

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

Download Full-text

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 ◽

Download Full-text

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 ◽

Download Full-text

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 ◽

Download Full-text

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 ◽

Download Full-text

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 ◽

Download Full-text