Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Brown, Stephen J.
Goetzmann, William N.
and
Kumar, Alok
1998.
The Dow Theory: William Peter Hamilton's Track Record Reconsidered.
The Journal of Finance,
Vol. 53,
Issue. 4,
p.
1311.
Neely, Christopher J.
and
Weller, Paul A.
1998.
Technical Trading Rules in the European Monetary System.
SSRN Electronic Journal ,
Ready, Mark J.
1998.
Profits from Technical Trading Rules.
SSRN Electronic Journal ,
Neely, Christopher J.
and
Weller, Paul A.
1999.
Intraday Technical Trading in the Foreign Exchange Market.
SSRN Electronic Journal ,
Jin Li
and
Tsang, E.P.K.
1999.
Investment decision making using FGP: a case study.
p.
1253.
Pereira, Rob
1999.
Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-Optimised Trading Rules.
SSRN Electronic Journal,
Neely, Christopher J.
and
Weller, Paul A.
1999.
Technical trading rules in the European Monetary System.
Journal of International Money and Finance,
Vol. 18,
Issue. 3,
p.
429.
Neely, Christopher J.
1999.
Target zones and conditional volatility: The role of realignments.
Journal of Empirical Finance,
Vol. 6,
Issue. 2,
p.
177.
Iba, H.
and
Sasaki, T.
1999.
Using genetic programming to predict financial data.
p.
244.
Bauer, Richard J.
and
Gregory Fitz‐Gerald, F.
2000.
Using genetic programming to design a generalized trading system.
Managerial Finance,
Vol. 26,
Issue. 6,
p.
1.
Tsang, Edward P.K.
and
Li, Jin
2000.
Intelligent Data Engineering and Automated Learning — IDEAL 2000. Data Mining, Financial Engineering, and Intelligent Agents.
Vol. 1983,
Issue. ,
p.
532.
Lo, Andrew W.
Mamaysky, Harry
and
Wang, Jiang
2000.
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation.
The Journal of Finance,
Vol. 55,
Issue. 4,
p.
1705.
Chaudhry, Sohail S.
Varano, Michael W.
and
Xu, Lida
2000.
Systems research, genetic algorithms and information systems.
Systems Research and Behavioral Science,
Vol. 17,
Issue. 2,
p.
149.
Neely, Christopher J.
2000.
The Temporal Pattern of Trading Rule Returns and Central Bank Intervention: Intervention Does Not Generate Technical Trading Rule Profits.
SSRN Electronic Journal,
Wang, Jun
2000.
Trading and hedging in S&P 500 spot and futures markets using genetic programming.
Journal of Futures Markets,
Vol. 20,
Issue. 10,
p.
911.
Mulligan, Robert F.
2000.
A fractal analysis of foreign exchange markets.
International Advances in Economic Research,
Vol. 6,
Issue. 1,
p.
33.
Neely, Christopher J.
and
Weller, Paul A.
2000.
Technical Analysis and Central Bank Intervention.
SSRN Electronic Journal,
Baillie, Richard T
Humpage, Owen F
and
Osterberg, William P
2000.
Intervention from an information perspective.
Journal of International Financial Markets, Institutions and Money,
Vol. 10,
Issue. 3-4,
p.
407.
Chen, Shu-Heng
2001.
Evolutionary Controversies in Economics.
p.
135.
Markose, S.
Tsang, E.
Er, H.
and
Salhi, A.
2001.
Evolutionary arbitrage for FTSE-100 index options and futures.
Vol. 1,
Issue. ,
p.
275.