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Genetic Programming and International Short-Term Capital Flow

  • Tzu-Wen Kuo
  • Shu-Heng Chen,

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Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2003 with number 74.

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Date of creation: 01 Aug 2003
Date of revision:
Handle: RePEc:sce:scecf3:74
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  1. Christopher J. Neely & Paul A. Weller, 1998. "Technical trading rules in the European Monetary System," Working Papers 1997-015, Federal Reserve Bank of St. Louis.
  2. 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.
  3. Pesaran, M Hashem & Timmermann, Allan, 1995. " Predictability of Stock Returns: Robustness and Economic Significance," Journal of Finance, American Finance Association, vol. 50(4), pages 1201-28, September.
  4. Brock, William & Lakonishok, Josef & LeBaron, Blake, 1992. " Simple Technical Trading Rules and the Stochastic Properties of Stock Returns," Journal of Finance, American Finance Association, vol. 47(5), pages 1731-64, December.
  5. repec:ebl:ecbull:v:28:y:2003:i:26:p:a26 is not listed on IDEAS
  6. Allen, Franklin & Karjalainen, Risto, 1999. "Using genetic algorithms to find technical trading rules," Journal of Financial Economics, Elsevier, vol. 51(2), pages 245-271, February.
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