-
1
-
-
33845246610
-
Evolutionary computation: from genetic algorithms to genetic programming
-
J. Kacprzyk (Ed.) Springer-Verlag, Berlin Heidelberg
-
Abraham, A., Nedjah, N. and Mourelle, L.M. (2006) ‘Evolutionary computation: from genetic algorithms to genetic programming’, in J. Kacprzyk (Ed.): Studies in Computational Intelligence (SCI), Genetic Systems Programming, Springer-Verlag, Berlin Heidelberg, Vol. 13, pp.1–20.
-
(2006)
Studies in Computational Intelligence (SCI), Genetic Systems Programming
, vol.13
, pp. 1-20
-
-
Abraham, A.1
Nedjah, N.2
Mourelle, L.M.3
-
2
-
-
0002235761
-
Price movements in speculative markets: trends or random walks
-
P.H. Cootner (Ed.) MIT Press, Cambridge, MA
-
Alexander, S.S. (1964) ‘Price movements in speculative markets: trends or random walks’, in P.H. Cootner (Ed.): The Random Character of Stock Market Prices, MIT Press, Cambridge, MA, Vol. 2, pp.338–372.
-
(1964)
The Random Character of Stock Market Prices
, vol.2
, pp. 338-372
-
-
Alexander, S.S.1
-
3
-
-
0042824912
-
Using genetic algorithms to find technical trading rules
-
Allen, F. and Karjalainen, R. (1999) ‘Using genetic algorithms to find technical trading rules’, Journal of Financial Economics, Vol. 51, pp.245–271.
-
(1999)
Journal of Financial Economics
, vol.51
, pp. 245-271
-
-
Allen, F.1
Karjalainen, R.2
-
5
-
-
0000686905
-
The profitability of technical trading rules in the Asian stock markets
-
Bessembinder, H. and Chan, K. (1995) ‘The profitability of technical trading rules in the Asian stock markets’, Pacific Basin Finance Journal, Vol. 7, pp.257–284.
-
(1995)
Pacific Basin Finance Journal
, vol.7
, pp. 257-284
-
-
Bessembinder, H.1
Chan, K.2
-
6
-
-
84977707376
-
Simple technical trading rules and the stochastic properties of stock returns
-
Brock, W., Lakonishok, J. and LeBaron, B. (1992) ‘Simple technical trading rules and the stochastic properties of stock returns’, Journal of Finance, Vol. 47, pp.1731–1764.
-
(1992)
Journal of Finance
, vol.47
, pp. 1731-1764
-
-
Brock, W.1
Lakonishok, J.2
LeBaron, B.3
-
7
-
-
0031312964
-
A stock selection DSS combining AI and technical analysis
-
Chou, S., Hsu, H., Yang, C. and Lai, F. (1997) ‘A stock selection DSS combining AI and technical analysis’, Annals of Operations Research, Vol. 75, pp.335–353.
-
(1997)
Annals of Operations Research
, vol.75
, pp. 335-353
-
-
Chou, S.1
Hsu, H.2
Yang, C.3
Lai, F.4
-
8
-
-
2942586010
-
A building block approach to genetic programming for rule discovery
-
H. Abbass, R. Sarker and C. Newton (Eds.) Idea Group Publishing, USA
-
Engelbrecht, A.P. and Schoeman, L. (2002) ‘A building block approach to genetic programming for rule discovery’, in H. Abbass, R. Sarker and C. Newton (Eds.): Data Mining: A Heuristic Approach, Idea Group Publishing, USA.
-
(2002)
Data Mining: A Heuristic Approach
-
-
Engelbrecht, A.P.1
Schoeman, L.2
-
9
-
-
0000480869
-
Efficient capital markets: a review of theory and empirical work
-
Fama, E.F. (1970) ‘Efficient capital markets: a review of theory and empirical work’, Journal of Finance, Vol. 25, pp.383–417.
-
(1970)
Journal of Finance
, vol.25
, pp. 383-417
-
-
Fama, E.F.1
-
10
-
-
0001674920
-
Filter rules and stock market trading
-
Fama, E.F. and Blume, M.E. (1966) ‘Filter rules and stock market trading’, Journal of Business, Vol. 39, pp.226–241.
-
(1966)
Journal of Business
, vol.39
, pp. 226-241
-
-
Fama, E.F.1
Blume, M.E.2
-
11
-
-
31344451347
-
Risk adjusted returns from technical trading: a genetic programming approach
-
Fyfe, C., Marney, J.P. and Tarbert, H. (2005) ‘Risk adjusted returns from technical trading: a genetic programming approach’, Applied Financial Economics, Vol. 15, pp.1073–1077.
-
(2005)
Applied Financial Economics
, vol.15
, pp. 1073-1077
-
-
Fyfe, C.1
Marney, J.P.2
Tarbert, H.3
-
13
-
-
0001529858
-
Random walks and technical theories: some additional evidences
-
Jensen, M. and Bennington, G. (1970) ‘Random walks and technical theories: some additional evidences’, Journal of Finance, Vol. 25, pp.469–482.
-
(1970)
Journal of Finance
, vol.25
, pp. 469-482
-
-
Jensen, M.1
Bennington, G.2
-
15
-
-
31344464219
-
-
Working Paper 1999–015D
-
Neely, C. (2001) ‘Risk-adjusted, ex ante, optimal, technical trading rules in equity markets’, Working Paper 1999–015D, available at http://research.stlouisfed.org/wp/1999/1999–015.pdf.
-
(2001)
Risk-adjusted, ex ante, optimal, technical trading rules in equity markets
-
-
Neely, C.1
-
16
-
-
0001548699
-
Technical trading rules in the European monetary system
-
Neely, C. and Weller, P. (1999) ‘Technical trading rules in the European monetary system’, Journal of International Money and Finance, Vol. 18, pp.429–458.
-
(1999)
Journal of International Money and Finance
, vol.18
, pp. 429-458
-
-
Neely, C.1
Weller, P.2
-
17
-
-
0031328861
-
Is technical analysis in the foreign exchange market profitable? A genetic programming approach
-
Neely, C., Weller, P. and Dittmar, R. (1997) ‘Is technical analysis in the foreign exchange market profitable? A genetic programming approach’, Journal of Financial and Quantitative Analysis, Vol. 32, pp.405–426.
-
(1997)
Journal of Financial and Quantitative Analysis
, vol.32
, pp. 405-426
-
-
Neely, C.1
Weller, P.2
Dittmar, R.3
-
19
-
-
0442328961
-
Generating trading rules on the stock markets with genetic programming
-
Potvin, J., Soriano, P. and Vall'ee, M. (2004) ‘Generating trading rules on the stock markets with genetic programming’, Computers & Operations Research, Vol. 31, pp.1033–1047.
-
(2004)
Computers & Operations Research
, vol.31
, pp. 1033-1047
-
-
Potvin, J.1
Soriano, P.2
Vall'ee, M.3
-
20
-
-
0002477659
-
The CRISMA trading system: who says technical analysis can’t beat the market?
-
Pruitt, S.W. and White, R.E. (1988) ‘The CRISMA trading system: who says technical analysis can’t beat the market?’, Journal of Portfolio Management, Vol. 14, pp.55–58.
-
(1988)
Journal of Portfolio Management
, vol.14
, pp. 55-58
-
-
Pruitt, S.W.1
White, R.E.2
-
21
-
-
85184660536
-
-
(accessed on 22 August 2009)
-
Research and Development Islamic Studies (2009) (accessed on 22 August 2009) available at http://www.rdis.ir/IndexAndPrice.asp.
-
(2009)
-
-
Research and Development Islamic Studies1
-
22
-
-
79952449321
-
Genetic programming as a data-mining tool
-
H. Abbass, R. Sarker, and C. Newton (Eds.) Idea Group Publishing, USA
-
Smith, P.W.H. (2002) ‘Genetic programming as a data-mining tool’, in H. Abbass, R. Sarker, and C. Newton (Eds.): Data Mining: A Heuristic Approach, Idea Group Publishing, USA.
-
(2002)
Data Mining: A Heuristic Approach
-
-
Smith, P.W.H.1
-
23
-
-
0002477659
-
The CRISMA trading system: who says technical analysis can’t beat the market?
-
Smitt, S.W. and White, R.E. (1988) ‘The CRISMA trading system: who says technical analysis can’t beat the market?’, Journal of Portfolio Management, Vol. 14, pp.55–58.
-
(1988)
Journal of Portfolio Management
, vol.14
, pp. 55-58
-
-
Smitt, S.W.1
White, R.E.2
|