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Citations of
Christian Gonzalez-Martel

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. Fernando Fernández-Rodríguez & Christian González-Martel & Simón Sosvilla-Rivero, . "Optimisation of Technical Rules by Genetic Algorithms: Evidence from the Madrid Stock Market," Working Papers 2001-14, FEDEA. [Downloadable!]
    Published as:

    Cited by:

    1. Marcos Alvarez Díaz & Lucy Amigo Dobaño & Francisco Rodríguez de Prado, . "Taxing on Housing: A Welfare Evaluation of the Spanish Personal Income Tax," Studies on the Spanish Economy 142, FEDEA. [Downloadable!]
    2. Stephan Schulmeister, 2007. "The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics," WIFO Working Papers 290, WIFO. [Downloadable!]

  2. Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero, . "On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market," Working Papers 99-07, FEDEA. [Downloadable!]
    Published as:

    Cited by:

    1. Stelios D. Bekiros, 2007. "A neurofuzzy model for stock market trading," Applied Economics Letters, Taylor and Francis Journals, vol. 14(1), pages 53-57, January. [Downloadable!] (restricted)
    2. Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero, . "On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market," Working Papers 99-07, FEDEA. [Downloadable!]
      Other versions:
    3. Bill Cai & Charlie Cai & Kevin Keasey, 2005. "Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets," Asia-Pacific Financial Markets, Springer, vol. 12(1), pages 45-60, March. [Downloadable!] (restricted)
    4. Shigeo Kamitsuji & Ritei Shibata, 2003. "Effectiveness of Stochastic Neural Network for Prediction of Fall or Rise of TOPIX," Asia-Pacific Financial Markets, Springer, vol. 10(2), pages 187-204, September. [Downloadable!] (restricted)
    5. Julián Andrada-Félix & Fernando Fernández-Rodríguez & María Dolores García-Artiles & Simón Sosvilla-Rivero, . "An Empirical Evaluation of Non-Linear Trading Rules," Working Papers 2001-16, FEDEA. [Downloadable!]
      Other versions:
    6. Carl Chiarella & Xue-Zhong He & Cars Hommes, 2004. "A Dynamic Analysis of Moving Average Rules," Research Paper Series 133, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
      Other versions:
    7. Marcos Alvarez Díaz & Lucy Amigo Dobaño & Francisco Rodríguez de Prado, . "Taxing on Housing: A Welfare Evaluation of the Spanish Personal Income Tax," Studies on the Spanish Economy 142, FEDEA. [Downloadable!]
    8. Mariano Matilla-García & Carlos Argüello, 2005. "A hybrid approach based on neural networks and genetic algorithms to the study of profitability in the Spanish Stock Market," Applied Economics Letters, Taylor and Francis Journals, vol. 12(5), pages 303-308, April. [Downloadable!] (restricted)
    9. Mariano Matilla-García, 2006. "Are trading rules based on genetic algorithms profitable?," Applied Economics Letters, Taylor and Francis Journals, vol. 13(2), pages 123-126, February. [Downloadable!] (restricted)
    10. Andreas Krause, 2009. "Evaluating the performance of adapting trading strategies with different memory lengths," Quantitative Finance Papers 0901.0447, arXiv.org. [Downloadable!]
    11. Stephan Schulmeister, 2007. "The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics," WIFO Working Papers 290, WIFO. [Downloadable!]
    12. Julián Andrada Félix & Fernando Fernández Rodríguez & María Dolores García Artiles, 2004. "Non-linear trading rules in the New York Stock Exchange," Documentos de trabajo conjunto ULL-ULPGC 2004-05, Facultad de Ciencias Económicas de la ULPGC. [Downloadable!]
    13. Bekiros, S. & Georgoutsos, D., 2006. "Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network," CeNDEF Working Papers 06-16, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
      Other versions:
    14. Hristos Doucouliagos, 2003. "Price Exhaustion and Number Preference: Time and Price Confluence in Australian Stock Prices," Economics Series 2003_06, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
      Other versions:
    15. Haider, Adnan & Hanif, Muhammad Nadeem, 2007. "Inflation Forecasting in Pakistan using Artificial Neural Networks," MPRA Paper 8898, University Library of Munich, Germany. [Downloadable!]

Articles

  1. Fernando Fernández-Rodríguez & Christian González-Martel & Simón Sosvilla-Rivero, 2005. "Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market," Applied Financial Economics, Taylor and Francis Journals, vol. 15(11), pages 773-775, July. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Fernandez-Rodriguez, Fernando & Gonzalez-Martel, Christian & Sosvilla-Rivero, Simon, 2000. "On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market," Economics Letters, Elsevier, vol. 69(1), pages 89-94, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.Sorry, no citations of articles recorded.

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This page was last updated on 2010-1-3.

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