Concepedia

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

Christopher J. Neely, Paul Weller, Rob Dittmar

Journal of Financial and Quantitative Analysis · 1997 · 653 citations · 16 references

DOI

Concepts

Abstract

Christopher Neely, Paul Weller, Rob Dittmar, Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach, The Journal of Financial and Quantitative Analysis, Vol. 32, No. 4 (Dec., 1997), pp. 405-426

References

16

Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

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The use of technical analysis in the foreign exchange market

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Market Statistics and Technical Analysis: The Role of Volume

Lawrence E. Blume, David Easley, Maureen O’Hara · The Journal of Finance · 1994 · 1.1K citations

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On Technical Analysis

David P. Brown, Robert H. Jennings · Review of Financial Studies · 1989 · 521 citations

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Nonparametric exchange rate prediction?

Francis X. Diebold, James A. Nason · Journal of International Economics · 1990 · 490 citations

, , +12