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Using Genetic Algorithms to Find Technical Trading Rules (Revised: 20-95)

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  • Franklin Allen
  • Risto Karjalainen

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Suggested Citation

  • Franklin Allen & Risto Karjalainen, "undated". "Using Genetic Algorithms to Find Technical Trading Rules (Revised: 20-95)," Rodney L. White Center for Financial Research Working Papers 20-93, Wharton School Rodney L. White Center for Financial Research.
    • Handle: RePEc:fth:pennfi:20-93
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    Cited by:

    1. Barbara Summers & Evan Griffiths & Robert Hudson, 2004. "Back to the future: an empirical investigation into the validity of stock index models over time," Applied Financial Economics, Taylor & Francis Journals, vol. 14(3), pages 209-214.
    2. Neely, Christopher J. & Weller, Paul A., 2001. "Technical analysis and central bank intervention," Journal of International Money and Finance, Elsevier, vol. 20(7), pages 949-970, December.
    3. N. K. Chidambaran & Chi-Wen Jevons Lee & Joaguin R. Trigueros, 1998. "An Adaptive Evolutionary Approach to Option Pricing via Genetic Programming," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-086, New York University, Leonard N. Stern School of Business-.
    4. Neely, Christopher J. & Weller, Paul A., 1999. "Technical trading rules in the European Monetary System," Journal of International Money and Finance, Elsevier, vol. 18(3), pages 429-458.
    5. Colin Fyfe & John Paul Marney & Heather Tarbert, 2005. "Risk adjusted returns from technical trading: a genetic programming approach," Applied Financial Economics, Taylor & Francis Journals, vol. 15(15), pages 1073-1077.
    6. Skouras, Spyros, 2001. "Financial returns and efficiency as seen by an artificial technical analyst," Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 213-244, January.
    7. NUÑEZ, Laura, 2002. "An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange," Computing in Economics and Finance 2002 29, Society for Computational Economics.

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