Genetic programming application to generate technical trading rules in stock markets

International Journal of Reasoning-based Intelligent Systems ◽

10.1504/ijris.2010.036870 ◽

2010 ◽

Vol 2 (3/4) ◽

pp. 244

Author(s):

Akbar Esfahanipour ◽

Somaye Mousavi

Keyword(s):

Genetic Programming ◽

Stock Markets ◽

Technical Trading ◽

Technical Trading Rules ◽

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A genetic programming model to generate risk-adjusted technical trading rules in stock markets

Expert Systems with Applications ◽

10.1016/j.eswa.2011.01.039 ◽

2011 ◽

Vol 38 (7) ◽

pp. 8438-8445 ◽

Author(s):

Akbar Esfahanipour ◽

Somayeh Mousavi

Keyword(s):

Genetic Programming ◽

Stock Markets ◽

Programming Model ◽

Technical Trading ◽

Technical Trading Rules ◽

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Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets

Asia-Pacific Financial Markets ◽

10.1007/s10690-006-9012-y ◽

2005 ◽

Vol 12 (1) ◽

pp. 45-60 ◽

Author(s):

Bill M. Cai ◽

Charlie X. Cai ◽

Kevin Keasey

Keyword(s):

Market Efficiency ◽

Stock Markets ◽

Technical Trading ◽

Technical Trading Rules ◽

Trading Rules ◽

Chinese Stock Markets

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Profitability of Technical Trading Rules on the Baltic Stock Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1490291 ◽

2008 ◽

Author(s):

Carl Lönnbark ◽

Albina Soultanaeva

Keyword(s):

Stock Markets ◽

Technical Trading ◽

Technical Trading Rules ◽

Trading Rules ◽

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Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets

Review of Quantitative Finance and Accounting ◽

10.1007/s11156-010-0180-5 ◽

2010 ◽

Vol 36 (3) ◽

pp. 323-353 ◽

Author(s):

Kwang-il Choe ◽

Joshua Krausz ◽

Kiseok Nam

Keyword(s):

Nonlinear Dynamics ◽

Stock Returns ◽

Stock Markets ◽

Technical Trading ◽

Technical Trading Rules ◽

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Discovering effective technical trading rules with genetic programming: towards robustly outperforming buy-and-hold

2009 World Congress on Nature & Biologically Inspired Computing (NaBIC) ◽

10.1109/nabic.2009.5393324 ◽

2009 ◽

Author(s):

Dome Lohpetch ◽

David Corne

Keyword(s):

Genetic Programming ◽

Technical Trading ◽

Technical Trading Rules ◽

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Profitability of Nonlinear Dynamics Under Technical Trading Rules: Evidence from Pacific Basin Stock Markets

Emerging Markets Finance and Trade ◽

10.2753/ree1540-496x450402 ◽

2009 ◽

Vol 45 (4) ◽

pp. 13-35 ◽

Author(s):

Joshua Krausz ◽

Sa-Young Lee ◽

Kiseok Nam

Keyword(s):

Nonlinear Dynamics ◽

Stock Markets ◽

Pacific Basin ◽

Technical Trading ◽

Technical Trading Rules ◽

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Devising Technical Trading Rules for Pakistan Stock Exchange using Genetic Programming

2020 3rd International Conference on Intelligent Sustainable Systems (ICISS) ◽

10.1109/iciss49785.2020.9316060 ◽

2020 ◽

Author(s):

Atif Rafiq ◽

Noman Javed ◽

Muhammad Adil Raja ◽

Ambreen Hanif ◽

Conor Ryan

Keyword(s):

Genetic Programming ◽

Stock Exchange ◽

Technical Trading ◽

Technical Trading Rules ◽

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Technical Trading Rules in Emerging Stock Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1998036 ◽

2012 ◽

Author(s):

Dries Heyman ◽

Koen Inghelbrecht ◽

Stefaan Paul Pauwels

Keyword(s):

Stock Markets ◽

Technical Trading ◽

Technical Trading Rules ◽

Trading Rules ◽

Emerging Stock Markets

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The profitability of technical trading rules in the Asian stock markets

Pacific-Basin Finance Journal ◽

10.1016/0927-538x(95)00002-3 ◽

1995 ◽

Vol 3 (2-3) ◽

pp. 257-284 ◽

Author(s):

Hendrik Bessembinder ◽

Kalok Chan

Keyword(s):

Stock Markets ◽

Technical Trading ◽

Technical Trading Rules ◽

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Discovering Financial Technical Trading Rules Using Genetic Programming with Lambda Abstraction

Genetic Programming Theory and Practice II - Genetic Programming ◽

10.1007/0-387-23254-0_2 ◽

2006 ◽

pp. 11-30 ◽

Author(s):

Tina Yu ◽

Shu-Heng Chen ◽

Tzu-Wen Kuo

Keyword(s):

Genetic Programming ◽

Technical Trading ◽

Technical Trading Rules ◽

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