create a website

The Role of Heterogeneous Agents’ Past and Forward Time Horizons in Formulating Computational Models. (2005). Hayward, Serge.
In: Computational Economics.
RePEc:kap:compec:v:25:y:2005:i:1:p:25-40.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 13

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Allen, F. and Karajalainen, R. (1999). Using genetic algorithms to find technical trading rules. Journal of Financial Economics, 51(2), 245–271.

  2. Blume, L. and Easley, D. (1992). Evolution and market behavior. Journal Economic Theory, 58, 9–40.

  3. Chen, S.-H. and Huang, Y.-C. (2003). Simulating the Evolution of Portfolio Behavior in a Multiple-Asset Agent-Based Artificial Stock Market. In Proceedings of the 9th International Conference on Computing in Economics and Finance, University of Washington, Seattle, USA.

  4. Chen, S.-H. and Liao, C.-C. (2002). Price discovery in agent-based computational modeling of the artificial stock market. In S.-H. Chen (ed.), Genetic Algorithms and Genetic Programming in Computational Finance, pp. 335–356. Kluwer Academic Publishers, Dordrecht.
    Paper not yet in RePEc: Add citation now
  5. Chen, T. and Chen, H. (1995). Universal approximation to nonlinear operators by neural networks with arbitrary activation functions and its application to dynamical systems. IEEE Transactions on Neural Networks, 6, 911–917.
    Paper not yet in RePEc: Add citation now
  6. Cliff, D., Harvey, I., Husbands, P. (1992). Incremental Evolution of Neural Network Architectures for Adaptive Behaviour, University of Sussex Cognitive Science Research Paper.
    Paper not yet in RePEc: Add citation now
  7. Hayward, S. (2004). Setting up performance surface of an artificial neural network with genetic algorithm optimization: In search of an accurate and profitable prediction for stock trading. Congress on Evolutionary Computation, CEC2004. Portland, Oregon, US, IEEE, Vol. 1, pp. 948–954.
    Paper not yet in RePEc: Add citation now
  8. Hayward, S. (2005). Quantitative forecasting and modeling stock price fluctuations. In H. Takayasu (ed.), Practical Fruits of Econophysics: Business Models in the 21st Century – Risk Management and Expectations for Econophysics. Springer, Berlin.
    Paper not yet in RePEc: Add citation now
  9. Hornik, K., Stinchcombe, M., White, H. (1989). Multilayer feed-forward networks are universal approximators. Neural Networks 2, 359–366.
    Paper not yet in RePEc: Add citation now
  10. Muhlenbein, H. and Kindermann, J. (1989). The dynamics of evolution and learning: Towards genetic neural networks. In R. Pfeifer, Z. Schreter, F. Fogelman-Soulié and L. Steels (eds.), Connectionism in Perspective, pp. 173–197. North-Holland, Amsterdam.
    Paper not yet in RePEc: Add citation now
  11. Neely, C.J. and Weller, P.A. (1999). Technical trading rules in the European Monetary System. Journal of International Money and Finance, 18(3), 429–458.

  12. Pereira, R. (2002). Forecasting ability but no profitability: An empirical evaluation of genetic algorithm-optimised technical trading rules. In S.-H. Chen (ed.), Evolutionary Computation in Economics and Finance, pp. 287–310. Physica-Verlag, Mostbach.

  13. Sweeney, R.J. (1988). Some filter rule tests: Methods and results. Journal of Financial and Quantitative Analysis, 23, 285–301.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Profitability of time series momentum. (2015). Li, Kai ; He, Xuezhong (Tony).
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:53:y:2015:i:c:p:140-157.

    Full description at Econpapers || Download paper

  2. How Reliable is the Moving Average Crossover Rule for an Investor on the Romanian Stock Market?. (2013). Anghel, Dan Gabriel.
    In: The Review of Finance and Banking.
    RePEc:rfb:journl:v:05:y:2013:i:2:p:089-115.

    Full description at Econpapers || Download paper

  3. A hybrid model based on ANFIS and adaptive expectation genetic algorithm to forecast TAIEX. (2013). Wei, Liang-Ying.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:893-899.

    Full description at Econpapers || Download paper

  4. The information content of a limit order book: The case of an FX market. (2012). Salmon, Mark ; Kozhan, Roman.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:1:p:1-28.

    Full description at Econpapers || Download paper

  5. Market fraction hypothesis: A proposed test. (2012). Chen, Shu-Heng ; Kampouridis, Michael ; Tsang, Edward.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:23:y:2012:i:c:p:41-54.

    Full description at Econpapers || Download paper

  6. Is the Chinese stock market really inefficient?. (2012). CHONG, Terence Tai Leung ; LAM, TAU-HING ; Yan, Isabel Kit-Ming.
    In: China Economic Review.
    RePEc:eee:chieco:v:23:y:2012:i:1:p:122-137.

    Full description at Econpapers || Download paper

  7. History of financial research and education in Finland. (2011). Vaihekoski, Mika.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:17:y:2011:i:5-6:p:339-354.

    Full description at Econpapers || Download paper

  8. Is the Chinese Stock Market Really Efficient. (2011). CHONG, Terence Tai Leung ; LAM, TAU-HING ; Yan, Isabel K..
    In: MPRA Paper.
    RePEc:pra:mprapa:35219.

    Full description at Econpapers || Download paper

  9. Technical Analysis with a Long-Term Perspective: Trading Strategies and Market Timing Ability. (2011). Isakov, Dusan ; Marti, Didier .
    In: FSES Working Papers.
    RePEc:fri:fribow:fribow00421.

    Full description at Econpapers || Download paper

  10. Do technical trading profits remain in the foreign exchange market? Evidence from 14 currencies. (2011). Cialenco, Igor ; Protopapadakis, Aris .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:2:p:176-206.

    Full description at Econpapers || Download paper

  11. Portfolio selection based on the mean-VaR efficient frontier. (2010). Tsao, Chueh-Yung.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:10:y:2010:i:8:p:931-945.

    Full description at Econpapers || Download paper

  12. Evolutionary models in economics: a survey of methods and building blocks. (2010). van den Bergh, Jeroen ; Safarzynska, Karolina ; Safarzyska, Karolina.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:20:y:2010:i:3:p:329-373.

    Full description at Econpapers || Download paper

  13. Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules. (2010). Zhou, Guofu ; Tu, Jun ; Neely, Christopher ; Rapach, David E..
    In: Working Papers.
    RePEc:fip:fedlwp:2010-008.

    Full description at Econpapers || Download paper

  14. Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias. (2010). Kuan, Chung-Ming ; HSU, Po-Hsuan.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:3:p:471-484.

    Full description at Econpapers || Download paper

  15. Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy. (2009). Pavlov, Vlad ; Hurn, Stan.
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2009_65.

    Full description at Econpapers || Download paper

  16. Technical analysis: An asset allocation perspective on the use of moving averages. (2009). Zhou, Guofu ; Zhu, Yingzi.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:92:y:2009:i:3:p:519-544.

    Full description at Econpapers || Download paper

  17. Price trends and patterns in technical analysis: A theoretical and empirical examination. (2009). Weller, Paul A. ; Dunham, Lee M. ; Friesen, Geoffrey C..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:6:p:1089-1100.

    Full description at Econpapers || Download paper

  18. Evaluating the performance of adapting trading strategies with different memory lengths. (2009). Krause, Andreas.
    In: Papers.
    RePEc:arx:papers:0901.0447.

    Full description at Econpapers || Download paper

  19. Does intraday technical analysis in the U.S. equity market have value?. (2008). Marshall, Ben ; Cahan, Rochester H..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:2:p:199-210.

    Full description at Econpapers || Download paper

  20. Fitting the control parameters of a genetic algorithm: An application to technical trading systems design. (2007). Nunez-Letamendia, Laura .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:179:y:2007:i:3:p:847-868.

    Full description at Econpapers || Download paper

  21. Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market. (2007). Gradojevic, Nikola.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:2:p:557-574.

    Full description at Econpapers || Download paper

  22. WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?. (2007). Irwin, Scott H. ; Park, Cheol-Ho.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:21:y:2007:i:4:p:786-826.

    Full description at Econpapers || Download paper

  23. The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:769.

    Full description at Econpapers || Download paper

  24. An automated econometric decision support system: forecasts for foreign exchange trades. (2006). Schuster, Matthias ; Keber, Christian ; Brandl, Bernd.
    In: Central European Journal of Operations Research.
    RePEc:spr:cejnor:v:14:y:2006:i:4:p:401-415.

    Full description at Econpapers || Download paper

  25. Comparative study of central decision makers versus groups of evolved agents trading in equity markets. (2006). Schoreels, Cyril.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:410.

    Full description at Econpapers || Download paper

  26. On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach. (2006). Schenk-Hoppé, Klaus ; Lensberg, Terje.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2006_023.

    Full description at Econpapers || Download paper

  27. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-352.

    Full description at Econpapers || Download paper

  28. Using machine learning algorithms to find patterns in stock prices. (2006). Sosvilla-Rivero, Simon.
    In: Working Papers.
    RePEc:fda:fdaddt:2006-12.

    Full description at Econpapers || Download paper

  29. Candlestick technical trading strategies: Can they create value for investors?. (2006). Young, Martin ; Rose, Lawrence ; Marshall, Ben.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:8:p:2303-2323.

    Full description at Econpapers || Download paper

  30. Forecasting with genetically programmed polynomial neural networks. (2006). Nikolaev, Nikolay Y. ; De Menezes, Lilian M..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:2:p:249-265.

    Full description at Econpapers || Download paper

  31. Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market. (2005). Sosvilla-Rivero, Simon ; Gonzalez-Martel, Christian ; Fernandez-Rodriguez, Fernando.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:11:p:773-775.

    Full description at Econpapers || Download paper

  32. The Role of Heterogeneous Agents’ Past and Forward Time Horizons in Formulating Computational Models. (2005). Hayward, Serge.
    In: Computational Economics.
    RePEc:kap:compec:v:25:y:2005:i:1:p:25-40.

    Full description at Econpapers || Download paper

  33. Chasing trends: recursive moving average trading rules and internet stocks. (2005). Yong, Lawrence H. M., ; Fong, Wai Mun.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:1:p:43-76.

    Full description at Econpapers || Download paper

  34. Is the ‘Perfect’ Timing Strategy Truly Perfect?. (2004). Li, Wei ; Lam, K..
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:22:y:2004:i:1:p:39-51.

    Full description at Econpapers || Download paper

  35. The Evolution of Security Designs. (2004). Noe, Thomas ; Rebello, Michael J. ; Wang, Jun.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0026.

    Full description at Econpapers || Download paper

  36. The real-time predictability of the size and value premium in Japan. (2004). Derwall, Jeroen ; Molenaar, Roderick ; Bauer, Rob.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:12:y:2004:i:5:p:503-523.

    Full description at Econpapers || Download paper

  37. Non-linear trading rules in the New York Stock Exchange. (2004). Andrada-Felix, Julian ; Maria Dolores Garcia Artiles, ; Rodriguez, Fernando Fernandez.
    In: Documentos de trabajo conjunto ULL-ULPGC.
    RePEc:can:series:2004-05.

    Full description at Econpapers || Download paper

  38. MÉTODOS NO-LINEALES DE PREDICCIÓN EN EL MERCADO DE VALORES TECNOLÓGICOS EN ESPAÑA. UNA VERIFICACIÓN DE LA HIPÓTESIS DÉBIL DE EFICIENCIA.. (2003). Alvarez-Diaz, Marcos ; Dobao, Lucy Amigo.
    In: Working Papers.
    RePEc:vig:wpaper:0303.

    Full description at Econpapers || Download paper

  39. Tactical Asset Allocation mit Genetischen Algorithmen. (2003). Ammann, Manuel ; Zenkner, Christian.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2003-i-1.

    Full description at Econpapers || Download paper

  40. Genetic Programming and International Short-Term Capital Flow. (2003). Chen, Shu-Heng ; Kuo, Tzu-Wen.
    In: Computing in Economics and Finance 2003.
    RePEc:sce:scecf3:74.

    Full description at Econpapers || Download paper

  41. Modelización semiparamétrica y validación teórica del método de valoración contingente. Aplicación de un algoritmo genético. (2003). Alvarezdiaz, Marcos ; Gomez, Manuel Gonzalez.
    In: Hacienda Pública Española / Review of Public Economics.
    RePEc:hpe:journl:y:2003:v:164:i:1:p:29-47.

    Full description at Econpapers || Download paper

  42. Risk-adjusted, ex ante, optimal technical trading rules in equity markets. (2003). Neely, Christopher.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:12:y:2003:i:1:p:69-87.

    Full description at Econpapers || Download paper

  43. Can channel pattern trading be profitably automated?. (2002). M. A. H. Dempster, ; Jones, C. M..
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:8:y:2002:i:3:p:275-301.

    Full description at Econpapers || Download paper

  44. Risk-adjusted, ex ante, optimal technical trading rules in equity markets. (2001). Neely, Christopher.
    In: Working Papers.
    RePEc:fip:fedlwp:1999-015.

    Full description at Econpapers || Download paper

  45. Technical analysis and central bank intervention. (2001). Neely, Christopher ; Weller, Paul A..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:7:p:949-970.

    Full description at Econpapers || Download paper

  46. Trading rule profits in Latin American currency spot rates. (2001). Gleason, Kimberly C. ; Mathur, Ike ; Lee, Chun I.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:10:y:2001:i:2:p:135-156.

    Full description at Econpapers || Download paper

  47. A Moving Average Comparison of the Tel-Aviv 25 and S&P 500 Stock Indices. (2001). Shachmurove, Yochanan ; Benzion, Uri ; Klein, Paul ; Yagil, Joseph.
    In: Penn CARESS Working Papers.
    RePEc:cla:penntw:4731f3394c43bebf4d3191c81d15e9f0.

    Full description at Econpapers || Download paper

  48. The Efficient Market Hypothesis: A Survey. (2000). Vickery, James ; Gruen, David ; Beechey, Meredith.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2000-01.

    Full description at Econpapers || Download paper

  49. Simple technical trading rules of stock returns: evidence from 1987 to 1998 in Chile. (2000). Parisi, Franco ; Vasquez, Alejandra.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:1:y:2000:i:2:p:152-164.

    Full description at Econpapers || Download paper

  50. Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules. (1999). Pereira, Robert.
    In: MPRA Paper.
    RePEc:pra:mprapa:9055.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-06 00:24:34 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.