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The adaptive markets hypothesis: evidence from the foreign exchange market

, , and . Working Paper, 2006-046B. Federal Reserve Bank of St. Louis, Research Division, P.O. Box 442, St. Louis, MO 63166, USA, (August 2006)

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Using a Genetic Program to Predict Exchange Rate Volatility, and . Genetic Algorithms and Genetic Programming in Computational Finance, chapter 13, Kluwer Academic Publishers, Dordrecht, (July 2002)Predicting Exchange Rate Volatility: Genetic Programming vs. GARCH and Risk Metrics, and . Working Paper, 2001-009B. Economic, Research, Federal Reserve Bank of St. Louis, 411 Locust Street, St. Louis, MO 63102-0442, USA, (September 2001)Intraday technical trading in the foreign exchange market, and . Journal of International Money and Finance, 22 (2): 223--237 (April 2003)The adaptive markets hypothesis: evidence from the foreign exchange market, , and . Working Paper, 2006-046B. Federal Reserve Bank of St. Louis, Research Division, P.O. Box 442, St. Louis, MO 63166, USA, (August 2006)Intraday Technical Trading in the Foreign Exchange Market, and . Working paper, 1999-016B. Federal Reserve Bank of St. Louis, Research Division, 411 Locust Street, St. Louis, MO 63102, USA, (10 January 2001)Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach, , and . The Journal of Financial and Quantitative Analysis, 32 (4): 405--426 (December 1997)Predicting Exchange Rate Volatility: Genetic Programming vs. GARCH and RiskMetrics, and . Federal Reserve Bank of St. Louis Review, 84 (3): 43--54 (May 2002)Technical analysis and central bank intervention, and . Journal of International Money and Finance, 20 (7): 949--970 (December 2001)Technical trading rules in the European Monetary System, and . Journal of International Money and Finance, 18 (3): 429--458 (1999)