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Building technical trading system with genetic programming : a new method to test the efficiency of Chinese stock markets

Qu, Hui (contributor); Li, Xindan (contributor) - In: Computational economics 43 (2014) 3, pp. 301-311

Persistent link: https://www.econbiz.de/10010258818

Front-running scalping strategies and market manipulation : why does high-frequency trading need stricter regulation?

Manahov, Viktor - In: The financial review : the official publication of the … 51 (2016) 3, pp. 363-402

Persistent link: https://www.econbiz.de/10011550911

Modelling and trading the greek stock market with gene expression and genetic programing algorithms

Karatahansopoulos, Andreas; Sermpinis, Georgios; Laws, Jason - In: Journal of forecasting 33 (2014) 8, pp. 596-610

Persistent link: https://www.econbiz.de/10011282849

Modelling and trading the English stock market with new forecasting techniques

Karathanasopoulos, Andreas - In: Economics and Business Letters : EBL 5 (2016) 2, pp. 50-57

The motivation of this paper is to introduce a short term adaptive model (Partial Swarm Optimizer combined with linear and nonlinear models when applied to the task of forecasting and trading the daily closing returns of the FTSE100 exchange traded funds (ETFs). This is done by benchmarking its...

Persistent link: https://www.econbiz.de/10011573208