Building technical trading system with genetic programming : a new method to test the efficiency of Chinese stock markets
Year of publication: |
2014
|
---|---|
Other Persons: | Qu, Hui (contributor) ; Li, Xindan (contributor) |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 43.2014, 3, p. 301-311
|
Subject: | Technical trading system | Genetic programming | Treelike structured | Market efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Mathematische Optimierung | Mathematical programming | Aktienmarkt | Stock market | China | Finanzanalyse | Financial analysis | Wertpapierhandel | Securities trading | Theorie | Theory | Börsenhandel | Stock exchange trading |
-
An automated investing method for stock market based on multiobjective genetic programming
Pimenta, Alexandre, (2018)
-
Chasing trends at the micro-level : the effect of technical trading on order book dynamics
Chiarella, Carl, (2016)
-
Applying hurst exponent in pair trading strategies
Quynh Bui, (2020)
- More ...
-
Qu, Hui, (2016)
-
Price discovery for copper futures in informationally linked markets
Li, Xindan, (2009)
-
Has split share structure reform improved the efficiency of the Chinese stock market?
Li, Xindan, (2011)
- More ...