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Volumn 13, Issue 2, 2006, Pages 123-126

Are trading rules based on genetic algorithms profitable?

Author keywords

[No Author keywords available]

Indexed keywords

GENETIC ALGORITHM; PROFITABILITY; STOCK MARKET;

EID: 32844474863     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504850500392321     Document Type: Article
Times cited : (12)

References (15)
  • 1
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    • Álvarez, A and Orfilia, A and Tintore, J. (2001) Darwin - an evolutionary program for nonlinear modeling of chaotic time series, Computer Physics Communications, 16, pp. 334 - 49.
    • (2001) Computer Physics Communications , vol.16 , pp. 334-349
    • Álvarez, A.1    Orfilia, A.2    Tintore, J.3
  • 2
    • 0037985261 scopus 로고    scopus 로고
    • Forecasting exchange rate using genetic algorithms
    • Álvarez-Díaz, M and Álvarez, A. (2003) Forecasting exchange rate using genetic algorithms, Applied Economics Letters, 10, pp. 319 - 22.
    • (2003) Applied Economics Letters , vol.10 , pp. 319-322
    • Álvarez-Díaz, M.1    Álvarez, A.2
  • 3
    • 10344234254 scopus 로고    scopus 로고
    • Specification search in nonlinear time-series models using the genetic algorithm
    • Beenstock, M and Szpiro, G. (2002) Specification search in nonlinear time-series models using the genetic algorithm, Journal of Economic Dynamics and Control, 26, pp. 811 - 35.
    • (2002) Journal of Economic Dynamics and Control , vol.26 , pp. 811-835
    • Beenstock, M.1    Szpiro, G.2
  • 5
    • 84952507313 scopus 로고
    • Genetic algorithms for estimation problems with multiple optima, nondifferetiability, and other irregular features
    • Dorsey, RE and Mayer, WJ. (1995) Genetic algorithms for estimation problems with multiple optima, nondifferetiability, and other irregular features, Journal of Business and Economics Statistics, 13, pp. 53 - 66.
    • (1995) Journal of Business and Economics Statistics , vol.13 , pp. 53-66
    • Dorsey, R.E.1    Mayer, W.J.2
  • 6
    • 0000029776 scopus 로고
    • Efficient capital markets: II
    • Fama, EF. (1991) Efficient capital markets: II, Journal of Finance, 46, pp. 1575 - 617.
    • (1991) Journal of Finance , vol.46 , pp. 1575-1617
    • Fama, E.F.1
  • 7
    • 0344801046 scopus 로고
    • Using genetic algorithm to determine an index of leading economic indicators
    • Farley, AM and Jones, S. (1994) Using genetic algorithm to determine an index of leading economic indicators, Computational Economics, 7, pp. 163 - 73.
    • (1994) Computational Economics , vol.7 , pp. 163-173
    • Farley, A.M.1    Jones, S.2
  • 8
    • 0042279716 scopus 로고    scopus 로고
    • On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid stock market
    • Fernández-Rodríguez, F and González-Martel, C and Sosvilla-Rivero, S. (2000) On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid stock market, Economics Letters, 69, pp. 89 - 94.
    • (2000) Economics Letters , vol.69 , pp. 89-94
    • Fernández-Rodríguez, F.1    González-Martel, C.2    Sosvilla-Rivero, S.3
  • 13
    • 0043271548 scopus 로고    scopus 로고
    • Functional search in economics using genetic programming
    • Schmertmann, CP. (1996) Functional search in economics using genetic programming Computational Economics, 9, pp. 275 - 98.
    • (1996) Computational Economics , vol.9 , pp. 275-298
    • Schmertmann, C.P.1
  • 14
    • 0001163873 scopus 로고    scopus 로고
    • A search for hidden relationships: Data mining with genetic algorithms
    • Szpiro, GG. (1997) A search for hidden relationships: Data mining with genetic algorithms Computational Economics, 10, pp. 267 - 77.
    • (1997) Computational Economics , vol.10 , pp. 267-277
    • Szpiro, G.G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.