Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach 论文

1997Journal of Financial and Quantitative Analysis引用 653
Stock Market Forecasting MethodsEvolutionary Algorithms and ApplicationsMetaheuristic Optimization Algorithms Research

摘要

Christopher Neely, Paul Weller, Rob Dittmar, Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach, The Journal of Financial and Quantitative Analysis, Vol. 32, No. 4 (Dec., 1997), pp. 405-426