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Applied Economics Letters Volume 13, 2006 - Issue 2
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Original Articles

Are trading rules based on genetic algorithms profitable?

Mariano Matilla-García Dpto. Economía A. Cuantitativa I, Fac. CC. Económicas UNED, C/Senda del Rey 10, CP 28040, Madrid, Spain E-mail: [email protected]
Pages 123-126 | Published online: 02 Jun 2010

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Yu-Lieh Huang. (2009) Identifying turbulent and calm regimes in stock prices: evidence from the Taiwan stock market. Applied Economics Letters 16:14, pages 1477-1481.
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Tzu-Pu Chang & Jin-Li Hu. (2009) Incorporating a leading indicator into the trading rule through the Markov-switching vector autoregression model. Applied Economics Letters 16:12, pages 1255-1259.
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Articles from other publishers (9)

Luís António Gomes Almeida. (2021) Será a dinâmica Ichimoku eficiente? Uma evidência nos mercados de ações. Innovar 32:84.
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Farhang Niroomand, Massoud Metghalchi & Massomeh Hajilee. (2020) Efficient market hypothesis: a ruinous implication for Portugese stock market. Journal of Economics and Finance 44:4, pages 749-763.
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Yong Hu, Kang Liu, Xiangzhou Zhang, Lijun Su, E.W.T. Ngai & Mei Liu. (2015) Application of evolutionary computation for rule discovery in stock algorithmic trading: A literature review. Applied Soft Computing 36, pages 534-551.
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Yong Hu, Kang Liu, Xiangzhou Zhang, Kang Xie, Weiqi Chen, Yuran Zeng & Mei Liu. (2015) Concept drift mining of portfolio selection factors in stock market. Electronic Commerce Research and Applications 14:6, pages 444-455.
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Massoud Metghalchi, Chien-Ping Chen & Linda A. Hayes. (2015) History of share prices and market efficiency of the Madrid general stock index. International Review of Financial Analysis 40, pages 178-184.
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Sylvie Geisendorf. (2010) Internal selection and market selection in economic Genetic Algorithms. Journal of Evolutionary Economics 21:5, pages 817-841.
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Manuel E. Fernandez Garcia, Enrique A. de la Cal Marin & Raquel Quiroga Garcia. (2008) Improving return using risk-return adjustment and incremental training in technical trading rules with GAPs. Applied Intelligence 33:2, pages 93-106.
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N.M. Kwok, G. Fang & Q.P. Ha. (2009) Moving Average-Based Stock Trading Rules from Particle Swarm Optimization. Moving Average-Based Stock Trading Rules from Particle Swarm Optimization.
John Seiffertt & Donald Wunsch. (2008) Intelligence in Markets: Asset Pricing, Mechanism Design, and Natural Computation [Technology Review]. IEEE Computational Intelligence Magazine 3:4, pages 27-30.
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