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Volumn 1, Issue , 2009, Pages 149-153

Moving average-based stock trading rules from particle swarm optimization

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKET; MOVING AVERAGES; PARTICLE SWARM OPTIMIZATION ALGORITHM; REAL-WORLD; STOCK MARKET; STOCK TRADING; TECHNICAL ANALYSIS; TRADING RULES;

EID: 77749261101     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/AICI.2009.418     Document Type: Conference Paper
Times cited : (12)

References (16)
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  • 2
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  • 3
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    • Candlestick technical trading strategies: Can they create value for investors?
    • B. R. Marshall, M. R. Young, and L. C. Rose, "Candlestick technical trading strategies: can they create value for investors?" Journal of Banking & Finance, vol. 30, pp. 2303-2323, 2006.
    • (2006) Journal of Banking & Finance , vol.30 , pp. 2303-2323
    • Marshall, B.R.1    Young, M.R.2    Rose, L.C.3
  • 7
    • 32844474863 scopus 로고    scopus 로고
    • Are trading rules based on genetic algorithms portable?
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  • 8
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  • 9
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    • M. M. Wong, W. K. and B. K. Chew, "How rewarding is technical analysis? evidence from singapore stock market," Applied Financial Economics, vol. 13, pp. 543-551, 2003.
  • 10
    • 34247639473 scopus 로고    scopus 로고
    • A comparison of ma and rsi returns with exchange rate intervention
    • T. C. Shik and T. T. L. Chong, "A comparison of ma and rsi returns with exchange rate intervention," Applied Economics Letters, vol. 14, pp. 371-383, 2007.
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  • 11
    • 0037985259 scopus 로고    scopus 로고
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  • 12
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    • Optimization of technical rules by genetic algorithms: Evidence from the madrid stock market
    • F. F. dez Rodriguez, C. Gonźalez-Martel, and S. Sosvilla-Rivero, "Optimization of technical rules by genetic algorithms: evidence from the madrid stock market," Applied Financial Economics, vol. 15, pp. 773-775, 2005.
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  • 15
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  • 16
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    • Singapore
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.