Improving return using risk-return adjustment and incremental training in technical trading rules with GAPs

Scalability of a Methodology for Generating Technical Trading Rules with GAPs Based on Risk-Return Adjustment and Incremental Training

Lecture Notes in Computer Science - Hybrid Artificial Intelligence Systems ◽

10.1007/978-3-642-13803-4_18 ◽

2010 ◽

pp. 143-150 ◽

Cited By ~ 4

Author(s):

E. A. de la Cal ◽

E. M. Fernández ◽

R. Quiroga ◽

J. R. Villar ◽

J. Sedano

Keyword(s):

Technical Trading ◽

Technical Trading Rules ◽

Trading Rules ◽

Risk Return ◽

Incremental Training

Using Genetic Algorithms to Find Technical Trading Rules: A Comment on Risk Adjustment

10.2139/ssrn.189488 ◽

1999 ◽

Cited By ~ 1

Author(s):

Christopher J. Neely

Keyword(s):

Genetic Algorithms ◽

Risk Adjustment ◽

Technical Trading ◽

Technical Trading Rules ◽

Volume and Return Effects of Technical Trading Rules on the German Stock Market

10.2139/ssrn.2022282 ◽

2012 ◽

Author(s):

Thomas Etheber

Keyword(s):

Stock Market ◽

Technical Trading ◽

Technical Trading Rules ◽

Trading Rules ◽

German Stock ◽

German Stock Market

Nonlinear Technical Trading Rules Profits and Relative Efficiency: Evidence from the French Market

10.2139/ssrn.296680 ◽

2002 ◽

Author(s):

Nicolas Wesner

Keyword(s):

Relative Efficiency ◽

Technical Trading ◽

Technical Trading Rules ◽

Exchange rate forecasting using economic models and technical trading rules

European Journal of Finance ◽

10.1080/1351847x.2021.1949368 ◽

2021 ◽

pp. 1-22

Author(s):

Nima Zarrabi ◽

Stuart Snaith ◽

Jerry Coakley

Keyword(s):

Exchange Rate ◽

Economic Models ◽

Exchange Rate Forecasting ◽

Technical Trading ◽

Technical Trading Rules ◽

Applying Technical Trading Rules to Beat Long-Term Investing: Evidence from Asian Markets

Asia-Pacific Financial Markets ◽

10.1007/s10690-021-09337-5 ◽

2021 ◽

Author(s):

Thomas S. Coe ◽

Kittipong Laosethakul

Keyword(s):

Technical Trading ◽

Technical Trading Rules ◽

Effectiveness of simple technical trading rules in the Hong Kong futures markets

Applied Economics Letters ◽

10.1080/758525512 ◽

1996 ◽

Vol 3 (1) ◽

pp. 33-36 ◽

Cited By ~ 23

Author(s):

Mahendra Raj ◽

David Thurston

Keyword(s):

Hong Kong ◽

Futures Markets ◽

Technical Trading ◽

Technical Trading Rules ◽

Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules

Studies in Nonlinear Dynamics & Econometrics ◽

10.2202/1558-3708.1033 ◽

1998 ◽

Vol 2 (4) ◽

Cited By ~ 11

Author(s):

Philip Hans Franses ◽

Kasper van Griensven

Keyword(s):

Neural Networks ◽

Exchange Rates ◽

Technical Trading ◽

Technical Trading Rules ◽

Technical Trading Rules

Market Timing with Moving Averages ◽

10.1007/978-3-319-60970-6_4 ◽

2017 ◽

pp. 55-69

Author(s):

Valeriy Zakamulin

Keyword(s):

Technical Trading ◽

Technical Trading Rules ◽

Predictability of the Simple Technical Trading Rules: An Out-of-Sample Test

10.2139/ssrn.2066182 ◽

2012 ◽

Author(s):

Jiali Fang ◽

Ben Jacobsen ◽

Yafeng Qin

Keyword(s):

Technical Trading ◽

Technical Trading Rules ◽

Trading Rules ◽

Out Of Sample ◽

Sample Test