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Intraday technical trading in the foreign exchange market

Neely, Christopher J.; Weller, Paul A. - 1999

Persistent link: https://www.econbiz.de/10001426895

Is technical analysis in the foreign exchange market profitable? : A genetic programming approach

Neely, Christopher J.; Weller, Paul A.; Dittmar, Robert F. - 1996

Persistent link: https://www.econbiz.de/10000946493

Is technical analysis in the foreign exchange market profitable? : a genetic programming approach

Neely, Christopher J.; Weller, Paul A.; Dittmar, Robert F. - 1996

Persistent link: https://www.econbiz.de/10000950992

Is technical analysis in the foreign exchange market profitable? : a genetic programming approach

Neely, Christopher J. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 4, pp. 405-426

Persistent link: https://www.econbiz.de/10001234462

A genetic-programming-based approach to the generation of foreign-exchange trading models

Colin, Andrew - In: Commerce, complexity, and evolution : topics in …, (pp. 173-189). 2000

Persistent link: https://www.econbiz.de/10001556437

Intraday technical trading in the foreign exchange market

Neely, C. J.; Weller, P. A. - In: Journal of international money and finance 22 (2003) 2, pp. 223-237

Persistent link: https://www.econbiz.de/10001745731

Multi-objective optimization case study for algorithmic trading strategies in foreign exchange markets

Lee, JeongHoe; Sabbaghi, Navid - In: Digital finance : smart data analytics, investment … 2 (2020) 1/2, pp. 15-37

Persistent link: https://www.econbiz.de/10012284948

A comparative study of technical trading strategies using a genetic algorithm

Macedo, Luís Lobato; Godinho, Pedro; Alves, Maria João - In: Computational economics 55 (2020) 1, pp. 349-381

Persistent link: https://www.econbiz.de/10012222605

A strongly polynomial algorithm for linear exchange markets

Garg, Jugal; Végh, László A. - In: Operations research 71 (2023) 2, pp. 487-505

Persistent link: https://www.econbiz.de/10014308607

Foreign exchange trading and management with the stochastic dual dynamic programming method

Reus, Lorenzo; Sepúlveda-Hurtado, Guillermo Alexander - In: Financial innovation : FIN 9 (2023) 1, pp. 1-38

We present a novel tool for generating speculative and hedging foreign exchange (FX) trading policies. Our solution provides a schedule that determines trades in each rebalancing period based on future currency prices, net foreign account positions, and incoming (outgoing) flows from business...

Persistent link: https://www.econbiz.de/10014288928