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Volumn 10, Issue , 2004, Pages 273-280

The applications of genetic algorithms in stock market data mining optimisation

(4)  Lin, L a   Cao, L a   Wang, J a   Zhang, C a  

a NONE

Author keywords

Genetic algorithm; Parameter combination; Sub domain; Technical trading rule

Indexed keywords

FINANCE; GENETIC ALGORITHMS; INTERNATIONAL TRADE; MARKETING; OPTIMIZATION; SIGNAL PROCESSING;

EID: 11844296118     PISSN: 14706326     EISSN: None     Source Type: Book Series    
DOI: None     Document Type: Conference Paper
Times cited : (15)

References (15)
  • 2
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    • Is technical analysis in the foreign exchange market profitable? A genetic programming approach
    • Neely, C., Weller, P. & Dittmar, R. 1997. Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach. Journal of Financial and Quantitative Analysis. 32:405-26.
    • (1997) Journal of Financial and Quantitative Analysis , vol.32 , pp. 405-426
    • Neely, C.1    Weller, P.2    Dittmar, R.3
  • 4
    • 0042824912 scopus 로고    scopus 로고
    • Using genetic algorithms to find technical trading rules
    • Allen, F. & Karjalainen, R. 1999. Using Genetic Algorithms to Find Technical Trading Rules. Journal of Financial Economics. 51:245-271. Studies 27:221-334.
    • (1999) Journal of Financial Economics , vol.51 , pp. 245-271
    • Allen, F.1    Karjalainen, R.2
  • 5
    • 0042824912 scopus 로고    scopus 로고
    • Allen, F. & Karjalainen, R. 1999. Using Genetic Algorithms to Find Technical Trading Rules. Journal of Financial Economics. 51:245-271. Studies 27:221-334.
    • Studies , vol.27 , pp. 221-334
  • 7
    • 0005865794 scopus 로고    scopus 로고
    • Data-snooping, technical trading rule performance, and the bootstrap
    • Ryan Sullivan, Allan Timmermann, Halbert White 1999. Data-snooping, Technical Trading Rule Performance, and the Bootstrap. The Journal of Financial, 54, (5):1647-1692.
    • (1999) The Journal of Financial , vol.54 , Issue.5 , pp. 1647-1692
    • Sullivan, R.1    Timmermann, A.2    White, H.3
  • 9
    • 0035892558 scopus 로고    scopus 로고
    • An overview of evolutionary algorithm: Practical issues and common pitfalls
    • D. Whitley 2001. An Overview of Evolutionary Algorithm: Practical Issues and Common Pitfalls. Information and Software Technology. 43: 817-831.
    • (2001) Information and Software Technology , vol.43 , pp. 817-831
    • Whitley, D.1
  • 10
    • 0010024325 scopus 로고    scopus 로고
    • Forecasting exchange rate volatility using autoregressive random variance model
    • M.K.P. So, K. Lam and W.K. Li 1999. Forecasting exchange rate volatility using autoregressive random variance model. Applied Financial Economics, 9, pp. 583-591.
    • (1999) Applied Financial Economics , vol.9 , pp. 583-591
    • So, M.K.P.1    Lam, K.2    Li, W.K.3
  • 11
    • 9644288182 scopus 로고    scopus 로고
    • Forecasting for the generation of trading signals in financial markets
    • K. Lam and K.C. Lam 2000. Forecasting for the generation of trading signals in financial markets. Journal of Forecasting, 19, pp. 39-52.
    • (2000) Journal of Forecasting , vol.19 , pp. 39-52
    • Lam, K.1    Lam, K.C.2
  • 12
    • 11844263707 scopus 로고    scopus 로고
    • http://www.cmcrc.com.
  • 13
    • 11844281916 scopus 로고    scopus 로고
    • http://www-staff.it.uts.edu.au/~linli/download/.
  • 14
    • 11844267618 scopus 로고    scopus 로고
    • http://datamining.it.uts.edu.au:8080/tsap.
  • 15
    • 0001674920 scopus 로고
    • Filter rules and stock-market trading
    • Fama, Eugene, Marshall Blume, 1966. Filter rules and stock-market trading, Journal of Business, 39, pp. 226-241.
    • (1966) Journal of Business , vol.39 , pp. 226-241
    • Fama, E.1    Blume, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.