Add to ORKGThis paper presents a number of experiments in which GP-evolved technical trading rules outperform a buy-and-hold strategy on the S&P500, even taking into account transaction costs. Several methodology changes from previous work are discussed and tested. These include a complexity-penalizing factor, a fitness function that considers consistency of performance, and coevolution of a separate buy and sell rule
This paper evaluates the performance of several popular technical trading rules applied to the Austr...
This paper evaluates the performance of several popular technical trading rules applied to the Austr...
The efficient market hypothesis (EMH) suggests that a stock market behaves like a random walk; if so...
This paper presents a number of experiments in which GP-evolved technical trading rules outperform a...
Abstract. Genetic programming (GP) is increasingly popular as a research tool for applications in fi...
Genetic programming (GP) is increasingly popular as a research tool for applications in finance and...
This paper describes how cooperative coevolution can be used for GP of technical trading rules. A nu...
This MQP uses genetic algorithms to find technical trading rules for the S&P 500 index using monthly...
Recent studies have shown that in the context of financial markets, technical analysis is a very use...
There are two main schools of thought adopted by investors for trading in equity markets namely ‘Fun...
There are two main schools of thought adopted by investors for trading in equity markets namely ‘Fun...
There is a long practical tradition of technical analysis in many organized financial markets to f...
There is a long practical tradition of technical analysis in many organized financial markets to f...
Abstract—Genetic programming is now a common research tool in financial applications. One classic li...
This paper examines the out-of-sample performance of intraday technical trading strategies selected...
This paper evaluates the performance of several popular technical trading rules applied to the Austr...
This paper evaluates the performance of several popular technical trading rules applied to the Austr...
The efficient market hypothesis (EMH) suggests that a stock market behaves like a random walk; if so...
This paper presents a number of experiments in which GP-evolved technical trading rules outperform a...
Abstract. Genetic programming (GP) is increasingly popular as a research tool for applications in fi...
Genetic programming (GP) is increasingly popular as a research tool for applications in finance and...
This paper describes how cooperative coevolution can be used for GP of technical trading rules. A nu...
This MQP uses genetic algorithms to find technical trading rules for the S&P 500 index using monthly...
Recent studies have shown that in the context of financial markets, technical analysis is a very use...
There are two main schools of thought adopted by investors for trading in equity markets namely ‘Fun...
There are two main schools of thought adopted by investors for trading in equity markets namely ‘Fun...
There is a long practical tradition of technical analysis in many organized financial markets to f...
There is a long practical tradition of technical analysis in many organized financial markets to f...
Abstract—Genetic programming is now a common research tool in financial applications. One classic li...
This paper examines the out-of-sample performance of intraday technical trading strategies selected...
This paper evaluates the performance of several popular technical trading rules applied to the Austr...
This paper evaluates the performance of several popular technical trading rules applied to the Austr...
The efficient market hypothesis (EMH) suggests that a stock market behaves like a random walk; if so...