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Applied Financial Economics, Vol. 10, Iss. 6, 2000-12 ,pp. : 579-586

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Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market

By Fernández-Rodríguez Fernando   González-Martel Christian   Sosvilla-Rivero Simón  

Applied Financial Economics, Vol. 15, Iss. 11, 2005-07 ,pp. : 773-775

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Are technical trading strategies still profitable? Evidence from the Taiwan Stock Index Futures Market

By Chiang Yi-Chein   Ke Mei-Chu   Liao Tung Liang   Wang Cin-Dian  

Applied Financial Economics, Vol. 22, Iss. 12, 2012-06 ,pp. : 955-965

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Seasonality in stock returns: evidence from an emerging market

By Al-Saad Khalid   Moosa Imad A.  

Applied Financial Economics, Vol. 15, Iss. 1, 2005-01 ,pp. : 63-71

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Risk adjusted returns from technical trading: a genetic programming approach

By Fyfe Colin   Marney John   Tarbert Heather  

Applied Financial Economics, Vol. 15, Iss. 15, 2005-10 ,pp. : 1073-1077

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