Using genetic algorithms to find technical trading rules: A comment on risk adjustment (original) (raw)
Related papers
A genetic programming model to generate risk-adjusted technical trading rules in stock markets
Expert Systems With Applications, 2011
Risk-adjusted, ex ante, optimal technical trading rules in equity markets
International Review of Economics & Finance, 2003
Optimisation of Technical Rules by Genetic Algorithms: Evidence from the Madrid Stock Market
SSRN Electronic Journal, 2001
Genetic programming application to generate technical trading rules in stock markets
International Journal of Reasoning-based Intelligent Systems, 2010
Technical analysis versus market efficiency-a genetic programming approach
Applied Financial Economics, 1999
Genetic Programming and Financial Trading: How Much About "What We Know
Springer Optimization and Its Applications, 2008
Optimizing Trading Strategies through Genetic Programming
2000
Genetic Algorithm: An Application to Technical Trading System Design
A Genetic Programming Approach for Optimal Trading Strategies
International Journal of Scientific Research in Science, Engineering and Technology IJSRSET
Computational Intelligence in Economics and Finance, 2007
Cyril Schoreels, Jonathan M Garibaldi
Proc. of the IEEE/WIC/ACM International Conference on Intelligent Agent Technology, 2004
Statistical Analysis of Genetic Algorithms in Discovering Technical Trading Strategies
Advances in Econometrics, 2004
2010
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach
1997
Genetic Algorithms for Predicting the Egyptian Stock Market
2005 International Conference on Information and Communication Technology, 2005
Applying genetic algorithms to Wall Street
International Journal of Data Mining, Modelling and Management, 2011
Computational intelligence algorithms for risk-adjusted trading strategies
2007 IEEE Congress on Evolutionary Computation, 2007
Proc. of the 6th International Conference on Recent Advances in Soft Computing 2006, 2006
The Journal of Artificial Societies and Social Simulation (JASSS), 2004
Evolving Rule-Based Trading Systems
36
The importance of simplicity and validation in genetic programming for data mining in financial data
Proceedings of the joint GECCO-99 and AAAI-99 …, 1999
Enhanced Strongly typed Genetic Programming for Algorithmic Trading
Proceedings of the Genetic and Evolutionary Computation Conference, 2023
Lessons Learned Using Genetic Programming in a Stock Picking Context
Genetic Programming, 2000
A Genetic Programming Model for S&P 500 Stock Market Prediction
International Journal of Control and Automation, 2013
FINANCIAL FORECASTING USING GENETIC ALGORITHMS
Optimal Technical Indicator-based Trading Strategies Using NSGA-II
2021
Genetic Programming for Financial Time Series Prediction
Lecture Notes in Computer Science, 2001
Designing safe, profitable automated stock trading agents using evolutionary algorithms
2006
Statistical Arbitrage with Genetic Programming
Studies in Computational Intelligence, 2009
Computational Intelligence for Evolving Trading Rules
IEEE Transactions on Evolutionary Computation, 2000
2022 IEEE Congress on Evolutionary Computation (CEC), 2022