메뉴 건너뛰기




Volumn 2005, Issue , 2005, Pages 109-122

Genetic algorithms for predicting the egyptian stock market

Author keywords

Genetic algorithms; Stock market prediction; Technical analysis; Technical indicators; Technical trading strategies

Indexed keywords

EXPERT SYSTEMS; FINANCIAL DATA PROCESSING; GENETIC ALGORITHMS; PROFITABILITY; TIME SERIES ANALYSIS;

EID: 33847748657     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ITICT.2005.1609619     Document Type: Conference Paper
Times cited : (18)

References (25)
  • 2
    • 0042824912 scopus 로고    scopus 로고
    • Using Genetic Algorithms to Find Technical Trading Rules
    • F. Allen, R. Karjalainen, "Using Genetic Algorithms to Find Technical Trading Rules". Journal of Financial Economics, 51:245-271, 1999.
    • (1999) Journal of Financial Economics , vol.51 , pp. 245-271
    • Allen, F.1    Karjalainen, R.2
  • 5
    • 76349107405 scopus 로고    scopus 로고
    • A Hybrid Financial Trading System Incorporating Chaos Theory, Statistical and Artificial Intelligence/Soft Computing Methods
    • Clarence N. W. Tan, "A Hybrid Financial Trading System Incorporating Chaos Theory, Statistical and Artificial Intelligence/Soft Computing Methods", School of Information Technology, Bond University, Queensland Finance Conference, 1999.
    • (1999) School of Information Technology, Bond University, Queensland Finance Conference
    • Tan, C.N.W.1
  • 7
    • 33847767317 scopus 로고    scopus 로고
    • M. M.Dacorogna, The Main Ingredients of Simple Trading Models for Use in Genetic Algorithm Optimization. Internal document MMD. 1993-03-22, 1993.
    • M. M.Dacorogna, "The Main Ingredients of Simple Trading Models for Use in Genetic Algorithm Optimization". Internal document MMD. 1993-03-22, 1993.
  • 8
    • 0038851659 scopus 로고
    • Technical Analysis Versus Market Efficiency - A Genetic Programming Approach
    • C. Fyffe, JP. Marney, HF. Tarbert, "Technical Analysis Versus Market Efficiency - A Genetic Programming Approach", Applied Financial Economics 1966; 9:183-191.
    • (1966) Applied Financial Economics , vol.9 , pp. 183-191
    • Fyffe, C.1    Marney, J.P.2    Tarbert, H.F.3
  • 9
    • 33847740495 scopus 로고    scopus 로고
    • Evolutionary Algorithms in Optimization of Technical Rules for Automated Stock Trading
    • The University of Texas at Austin
    • Harish K Subramanian, "Evolutionary Algorithms in Optimization of Technical Rules for Automated Stock Trading", Master of Science in Engineering, The University of Texas at Austin, 2004.
    • (2004) Master of Science in Engineering
    • Subramanian, H.K.1
  • 13
    • 0036529456 scopus 로고    scopus 로고
    • Appl. Stochastic Models Bus. Ind, Copyright John Wiley & Sons, Ltd
    • J. Korczak and P. Roger, "Stock Timing using Genetic Algorithms", Appl. Stochastic Models Bus. Ind., 2002; 18:121-134, Copyright ©2002 John Wiley & Sons, Ltd.
    • (2002) Stock Timing using Genetic Algorithms , vol.18 , pp. 121-134
    • Korczak, J.1    Roger, P.2
  • 16
    • 85008856928 scopus 로고    scopus 로고
    • A Real-Time Adaptive Trading System using Genetic Programming, Institute of Physics Publishing
    • M. A. H. Dempster and C. M. Jones, "A Real-Time Adaptive Trading System using Genetic Programming", Institute of Physics Publishing, Quantitative Finance, Volume 1 (2001) 397-413.
    • (2001) Quantitative Finance , vol.1 , pp. 397-413
    • Dempster, M.A.H.1    Jones, C.M.2
  • 18
    • 33847745608 scopus 로고    scopus 로고
    • th IMACS World congress on Scientific Computation, Modeling and Applied Mathematics (IMACS'97), PP 4/49-4/54, 1997.
    • th IMACS World congress on Scientific Computation, Modeling and Applied Mathematics (IMACS'97), PP 4/49-4/54, 1997.
  • 19
    • 0031328861 scopus 로고    scopus 로고
    • Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach
    • Neely C, Weller, P, Dittmar R. "Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach". Journal of Financial and Quantitative Analysis 32:405-426, 1997.
    • (1997) Journal of Financial and Quantitative Analysis , vol.32 , pp. 405-426
    • Neely, C.1    Weller, P.2    Dittmar, R.3
  • 22
    • 33847757688 scopus 로고    scopus 로고
    • O. V. Pictet, D. Michel, D. Rankal, C. Bastien, S. Roberto, T. Marco, Genetic Algorithms with Collective Sharing for Robust Optimization in Financial Applications, Working Paper from Olsen and Associates, No. 1995-02-06, 1995.
    • O. V. Pictet, D. Michel, D. Rankal, C. Bastien, S. Roberto, T. Marco, "Genetic Algorithms with Collective Sharing for Robust Optimization in Financial Applications", Working Paper from Olsen and Associates, No. 1995-02-06, 1995.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.