Risk adjusted returns from technical trading : a genetic programming approach
Year of publication: |
2005
|
---|---|
Authors: | Fyfe, Colin ; Marney, John Paul ; Tarbert, Heather |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 15.2005, 15, p. 1073-1077
|
Subject: | Mathematische Optimierung | Mathematical programming | Kapitaleinkommen | Capital income | Theorie | Theory | Risiko | Risk | Wertpapierhandel | Securities trading | Finanzanalyse | Financial analysis |
-
Optimizing technical trading strategies with split search genetic algorithms
Tsang, Raymond, (2002)
-
Genetic Programming for Quantitative Stock Selection
Becker, Ying L., (2010)
-
Qu, Hui, (2014)
- More ...
-
Risk adjusted returns from technical trading: a genetic programming approach
Fyfe, Colin, (2005)
-
Technical analysis versus market efficiency - a genetic programming approach
Fyfe, Colin, (1999)
-
A Comparison of an Oligopoly Game and the N-Person Iterated Prisoner's Dilemma
Wang, Tzai-Der, (1999)
- More ...