1. Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2025). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf.
   In: Mathematical Methods of Operations Research.
   RePEc:spr:mathme:v:101:y:2025:i:2:d:10.1007_s00186-025-00889-0.

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2. Embracing market dynamics in the post-COVID era: A data-driven analysis of investor sentiment and behavioral characteristics in stock index futures returns. (2025). Tan, Huimin ; Li, Wenyong ; Bai, Xiuran ; Liu, Ting ; Fan, Chunguo ; Gao, Jie.
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3. A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization. (2024). Marchioni, Andrea ; Corazza, Marco ; Pizzi, Claudio.
   In: Computational Management Science.
   RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-024-00506-1.

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4. Hyperautomation on fuzzy data dredging on four advanced industrial forecasting models to support sustainable business management. (2024). Chen, You-Shyang ; Sangaiah, Arun Kumar ; Lin, Yu-Pei.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:342:y:2024:i:1:d:10.1007_s10479-024-05882-0.

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5. Market timing with moving average distance: International evidence. (2024). Kaplanski, Guy ; Abudy, Menachem ; Mugerman, Yevgeny.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001318.

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6. Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2024). Wunderlich, Ralf ; Lamert, Kerstin ; Auer, Benjamin R.
   In: Papers.
   RePEc:arx:papers:2311.15635.

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7. Incorporating improved directional change and regime change detection to formulate trading strategies in foreign exchange markets. (2023). Zhang, Weijie ; Hu, Shicheng ; Li, Danping ; Wu, Bing.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:622:y:2023:i:c:s0378437123003655.

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8. Technical trading rules, loss avoidance, and the business cycle. (2023). Stork, Philip ; Ergun, Lerby ; Molchanov, Alexander.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002433.

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9. Optimal trend-following with transaction costs. (2023). Zakamulin, Valeriy ; Giner, Javier.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004441.

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10. Be greedy when others are fearful: Evidence from a two-decade assessment of the NDX 100 and S&P 500 indexes. (2023). Ni, Yensen ; Day, Min-Yuh.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003721.

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11. Forecasting realized volatility with wavelet decomposition. (2023). Souropanis, Ioannis ; Vivian, Andrew.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993.

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12. Trend-following with better adaptation to large downside risks. (2022). Kitajima, Takahiro ; Takada, Teruko.
    In: PLOS ONE.
    RePEc:plo:pone00:0276322.

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13. Predictable asset price dynamics, risk-return tradeoff, and investor behavior. (2022). Kilic, Osman ; Nam, Kiseok ; Marks, Joseph M.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01057-9.

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14. Technical trading rule profitability in currencies: It’s all about momentum. (2022). Sharma, Tripti ; Oreilly, Philip ; Kyziropoulos, Panagiotis E ; Hutchinson, Mark C ; Obrien, John.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001659.

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15. Information asymmetry and the profitability of technical analysis. (2022). Lai, Hung-Neng ; Hung, Chiayu.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002983.

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16. Time series momentum in the US stock market: Empirical evidence and theoretical analysis. (2022). Zakamulin, Valeriy ; Giner, Javier.
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    RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001363.

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17. Multi-asset scenario building for trend-following trading strategies. (2021). Thomann, Andreas.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03547-2.

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18. Technical trading and cryptocurrencies. (2021). Urquhart, Andrew ; Hudson, Robert.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-019-03357-1.

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19. Investing in the S&P 500 index: Can anything beat the buy‐and‐hold strategy?. (2020). Dichtl, Hubert.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:38:y:2020:i:2:p:352-378.

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20. Trend following with momentum versus moving averages: a tale of differences. (2020). Zakamulin, Valeriy ; Giner, Javier.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:20:y:2020:i:6:p:985-1007.

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21. Improving market timing of time series momentum in the Chinese stock market. (2020). Qin, Yafeng ; Bai, Min ; Pan, Guoyao.
    In: Applied Economics.
    RePEc:taf:applec:v:52:y:2020:i:43:p:4711-4725.

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22. A technical approach to equity investing in emerging markets. (2019). Metghalchi, Massoud ; Hayes, Linda A ; Niroomand, Farhang.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:37:y:2019:i:3:p:389-403.

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23. Long Run Returns Predictability and Volatility with Moving Averages. (2018). Ilomäki, Jukka ; Chang, Chia-Lin ; McAleer, Michael ; Ilomaki, Jukka ; Laurila, Hannu.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1825.

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24. Asymmetric Risk Impacts of Chinese Tourists to Taiwan. (2018). Ilomäki, Jukka ; McAleer, Michael ; Ilomaki, Jukka ; Laurila, Hannu.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1814.

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25. Simple Market Timing with Moving Averages. (2018). Ilomäki, Jukka ; Ilomaki, Jukka ; Laurila, Hannu.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180048.

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26. Market Timing with Moving Averages. (2018). Ilomäki, Jukka ; Ilomaki, Jukka ; Laurila, Hannu.
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    RePEc:gam:jsusta:v:10:y:2018:i:7:p:2125-:d:153797.

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27. Long Run Returns Predictability and Volatility with Moving Averages. (2018). Ilomäki, Jukka ; Chang, Chia-Lin ; Ilomaki, Jukka ; Laurila, Hannu.
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    RePEc:gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554.

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28. Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). Ilomäki, Jukka ; Chang, Chia-Lin ; McAleer, Michael ; Ilomaki, Jukka ; Laurila, Hannu.
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    RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360.

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29. Long Run Returns Predictability and Volatility with Moving Averages. (2018). Ilomäki, Jukka ; Chang, Chia-Lin ; Ilomaki, J ; Laurila, H ; Chang, C-L., .
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30. Market Timing with Moving Averages. (2018). Ilomäki, Jukka ; Ilomaki, J ; Laurila, H.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:110015.

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31. Simple Market Timing with Moving Averages. (2018). Ilomäki, Jukka ; Ilomaki, J ; Laurila, H.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:107290.

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2. International Financial Markets. (2019). Saglio, Sophie ; Sanhaji, Bilel ; Guerreiro, David ; Goutte, Stéphane ; Chevallier, Julien.
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4. Model of Bias-Driven Trend Followers and Interaction with Manipulators. (2017). Zhu, Qing ; Lai, Kin Keung ; Liu, KE ; Yen, Jerome.
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