Is technical analysis in the foreign exchange market profitable? a genetic programming approach
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- Neely, Christopher & Weller, Paul & Dittmar, Rob, 1997. "Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 32(04), pages 405-426, December.
- Dittmar, Robert & Neely, Christopher J & Weller, Paul, 1996. "Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach," CEPR Discussion Papers 1480, C.E.P.R. Discussion Papers.
References listed on IDEAS
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More about this item
KeywordsProgramming (Mathematics) ; Foreign exchange;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CMP-1998-10-15 (Computational Economics)
- NEP-FMK-1998-10-15 (Financial Markets)
- NEP-IFN-1998-10-15 (International Finance)
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