1. Investment using evolutionary learning methods and technical rules. (2010). Kaucic, Massimiliano.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:207:y:2010:i:3:p:1717-1727.

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2. Profitability of technical stock trading: Has it moved from daily to intraday data?. (2009). Schulmeister, Stephan.
   In: Review of Financial Economics.
   RePEc:eee:revfin:v:18:y:2009:i:4:p:190-201.

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3. The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics. (2007). Schulmeister, Stephan.
   In: WIFO Working Papers.
   RePEc:wfo:wpaper:y:2007:i:290.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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

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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.

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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.

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