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Volumn 2, Issue , 2002, Pages 2006-2010

Evolving short-term trading strategies using genetic programming

Author keywords

[No Author keywords available]

Indexed keywords

GENETIC ALGORITHMS; GENETIC PROGRAMMING;

EID: 12744266152     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CEC.2002.1004551     Document Type: Conference Paper
Times cited : (10)

References (15)
  • 2
    • 0002434061 scopus 로고
    • Random walks in stock market prices
    • September/October
    • Fama, E.F, "Random Walks in Stock Market Prices," Financial Anal.ysts Journal, September/October 1965
    • (1965) Financial Analysts Journal
    • Fama, E.F.1
  • 4
    • 0004766427 scopus 로고
    • New Palgrave Dictionary of Money and Finance Macmillan, London
    • Malkiel B., "Efficient Market Hypothesis", New Palgrave Dictionary of Money and Finance, Macmillan, London, 1992, pp739
    • (1992) Efficient Market Hypothesis , pp. 739
    • Malkiel, B.1
  • 6
    • 0000659363 scopus 로고
    • The use of technical Analysis in the foreign exchange market
    • Taylor, M,. Allen, H,. "The use of technical Analysis in the foreign exchange market", Journal of International Money and Finance, 11, 1992,304-314
    • (1992) Journal of International Money and Finance , vol.11 , pp. 304-314
    • Taylor, M.1    Allen, H.2
  • 8
    • 0001173683 scopus 로고
    • When are contrarian profits due to stock-market over-reaction?
    • Lo, A.W., MacKinlay, A.C., "When are contrarian profits due to stock-market over-reaction", Review of Financial Studies, 3, 1990, 175-206
    • (1990) Review of Financial Studies , vol.3 , pp. 175-206
    • Lo, A.W.1    Mackinlay, A.C.2
  • 9
    • 84977707376 scopus 로고
    • Simple technical trading rules and the stochastic properties of stock returns
    • Brock, W., Lakonishok, J., LeBaron, B.,"Simple technical trading rules and the stochastic properties of stock returns", Journal of Finance, 47, 1992, 1731-1764
    • (1992) Journal of Finance , vol.47 , pp. 1731-1764
    • Brock, W.1    Lakonishok, J.2    Lebaron, B.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.