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Is technical analysis in the foreign exchange market profitable? : A genetic programming approach
Neely, Christopher J.; Weller, Paul A.; Dittmar, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000946493
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Is technical analysis in the foreign exchange market profitable? : a genetic programming approach
Neely, Christopher J. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 4, pp. 405-426
Persistent link: https://www.econbiz.de/10001234462
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Is technical analysis in the foreign exchange market profitable? : a genetic programming approach
Neely, Christopher J.; Weller, Paul A.; Dittmar, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000950992
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Intraday technical trading in the foreign exchange market
Neely, Christopher J.; Weller, Paul A. - 1999
Persistent link: https://www.econbiz.de/10001426895
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A genetic-programming-based approach to the generation of foreign-exchange trading models
Colin, Andrew - In: Commerce, complexity, and evolution : topics in …, (pp. 173-189). 2000
Persistent link: https://www.econbiz.de/10001556437
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Intraday technical trading in the foreign exchange market
Neely, C. J.; Weller, P. A. - In: Journal of international money and finance 22 (2003) 2, pp. 223-237
Persistent link: https://www.econbiz.de/10001745731
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A hybrid neural network and optimization algorithm for forecasting and trend detection of Forex market indices
Perla, Someswari; Bisoi, Ranjeeta; Dash, P. K. - In: Decision analytics journal 6 (2023), pp. 1-16
An Autoencoder (AE) is an independent feature extractor from data samples and a deep network can be obtained by stacking several AEs. This paper presents a novel hybrid stacked Autoencoder-based Deep Kernel-based Random Vector Functional Link Network (DKRVFLN-AE) for forecasting and trend...
Persistent link: https://www.econbiz.de/10014506454
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Multi-objective optimization case study for algorithmic trading strategies in foreign exchange markets
Lee, JeongHoe; Sabbaghi, Navid - In: Digital finance : smart data analytics, investment … 2 (2020) 1/2, pp. 15-37
Persistent link: https://www.econbiz.de/10012284948
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Optimization of backtesting techniques in automated high frequency trading systems using the d-Backtest PS method
Vezeris, D. Th.; Schinas, C. J.; Kyrgos, Th. S.; … - In: Computational economics 56 (2020) 4, pp. 975-1054
Persistent link: https://www.econbiz.de/10012390502
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Foreign exchange trading and management with the stochastic dual dynamic programming method
Reus, Lorenzo; Sepúlveda-Hurtado, Guillermo Alexander - In: Financial innovation : FIN 9 (2023) 1, pp. 1-38
We present a novel tool for generating speculative and hedging foreign exchange (FX) trading policies. Our solution … to monthly hedging for business operations. Finally, we examine the impact of increasing trade policy uncertainty (TPU …
Persistent link: https://www.econbiz.de/10014288928