Statistical analysis of genetic algorithms in discovering technical trading strategies
Year of publication: |
2004
|
---|---|
Authors: | Tsao, Chueh-yung ; Chen, Shu-Heng |
Published in: |
Applications of artificial intelligence in finance and economics ; 19. - Amsterdam : Elsevier JAI, ISBN 0-7623-1150-9. - 2004, p. 1-44
|
Subject: | Devisenmarkt | Foreign exchange market | US-Dollar | US dollar | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Japan | EU-Staaten | EU countries | ARMA-Modell | ARMA model | 1999 |
-
STATISTICAL ANALYSIS OF GENETIC ALGORITHMS IN DISCOVERING TECHNICAL TRADING STRATEGIES
Tsao, Chueh-Yung, (2004)
-
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria, (2012)
-
Ben Maatoug, Abderrazak, (2018)
- More ...
-
Discovering Financial Patterns in the Foreign Exchange Markets
Tsao, Chueh-Yung, (2004)
-
Financial Modeling based on the Trajectory Domain
Tsao, Chueh-Yung, (2003)
-
STATISTICAL ANALYSIS OF GENETIC ALGORITHMS IN DISCOVERING TECHNICAL TRADING STRATEGIES
Tsao, Chueh-Yung, (2004)
- More ...