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Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach

C. Neely, P. Weller, и R. Dittmar. The Journal of Financial and Quantitative Analysis, 32 (4): 405--426 (декабря 1997)

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Christopher J Garthe

J Christopher Edwards

Christopher J Wickham

Christopher J Wild

Christopher J Kampf

Другие публикации лиц с тем же именем

Target zones and conditional volatility: The role of realignmentsC. Neely. Journal of Empirical Finance, 6 (2): 177--192 (апреля 1999)Intraday Technical Trading in the Foreign Exchange MarketC. Neely, и P. Weller. 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 ApproachC. Neely, P. Weller, и R. Dittmar. The Journal of Financial and Quantitative Analysis, 32 (4): 405--426 (декабря 1997)The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profitsC. Neely. Journal of International Economics, 58 (1): 211--232 (октября 2002)Forecasting the Equity Risk Premium: The Role of Technical Indicators.C. Neely, D. Rapach, J. Tu, и G. Zhou. Manag. Sci., 60 (7): 1772-1791 (2014)Can Markov switching models predict excess foreign exchange returns?M. Dueker, и C. Neely. Journal of Banking & Finance, 31 (2): 279--296 (февраля 2007)The adaptive markets hypothesis: evidence from the foreign exchange marketC. Neely, P. Weller, и J. Ulrich. Working Paper, 2006-046B. Federal Reserve Bank of St. Louis, Research Division, P.O. Box 442, St. Louis, MO 63166, USA, (августа 2006)Treasury Market, Microstructure of the U.S..B. Mizrach, и C. Neely. Encyclopedia of Complexity and Systems Science, Springer, (2009)Technical trading rules in the European Monetary SystemC. Neely, и P. Weller. Journal of International Money and Finance, 18 (3): 429--458 (1999)Predicting Exchange Rate Volatility: Genetic Programming vs. GARCH and RiskMetricsC. Neely, и P. Weller. Federal Reserve Bank of St. Louis Review, 84 (3): 43--54 (мая 2002)

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