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Technical rules based on nearest-neighbour predictions optimised by genetic algorithms : evidence from the Madrid stock market

González-Martel, Christian; Fernández Rodríguez, Fernando - In: Progress in financial markets research, (pp. 137-165). 2012

Persistent link: https://www.econbiz.de/10009678550

Optimization of technical rules by genetic algorithms : evidence from the Madrid stock market

Fernández Rodríguez, Fernando; González-Martel, Christian - In: Applied financial economics 15 (2005) 11, pp. 773-775

Persistent link: https://www.econbiz.de/10003016841

Optimisation of technical rules by genetic algorithms: evidence from the Madrid stock market

Fernández Rodríguez, Fernando; González-Martel, Christian - 2001

Persistent link: https://www.econbiz.de/10001617642

On the profitability of technical trading rules based on artificial neural networks : evidence from the Madrid stock market

Fernández Rodríguez, Fernando; González-Martel, Christian - In: Economics letters 69 (2000) 1, pp. 89-94

Persistent link: https://www.econbiz.de/10001512747

On the profitability of technical trading rules based on artifitial neural networks : evidence from the Madrid stock market

Fernández Rodríguez, Fernando; González-Martel, Christian - 1999

Persistent link: https://www.econbiz.de/10001399118

Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market

Fernández-Rodríguez, Fernando; González-Martel, Christian - In: Applied financial economics 15 (2005) 11, pp. 773-776

Persistent link: https://www.econbiz.de/10007780851

Optimisation of Technical Rules by Genetic Algorithms: Evidence from the Madrid Stock Market

Fernández-Rodríguez, Fernando; González-Martel, Christian - FEDEA

This paper investigates the profitability of a simple and very common technical trading rule applied to the General Index of the Madrid Stock Market. The optimal trading rule parameter values are found using a genetic algorithm. The results suggest that, for reasonable trading costs, the...

Persistent link: https://www.econbiz.de/10005685015