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

Author： Fernández-Rodríguez Fernando   González-Martel Christian   Sosvilla-Rivero Simón  

Publisher： Routledge Ltd

ISSN： 1466-4305

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

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

How rewarding is technical analysis? Evidence from Singapore stock market

By Wong Wing-Keung   Manzur Meher   Chew Boon-Kiat  

Applied Financial Economics, Vol. 13, Iss. 7, 2003-01 ,pp. : 543-551

Routledge Ltd

Access to resources Recommend Favorite

Simple technical trading rules of stock returns: evidence from 1987 to 1998 in Chile

By Parisi F.   Vasquez A.  

Emerging Markets Review, Vol. 1, Iss. 2, 2000-09 ,pp. : 152-164

Elsevier

Access to resources Recommend Favorite

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

Routledge Ltd

Access to resources Recommend Favorite

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

Routledge Ltd

Access to resources Recommend Favorite

Intra-day seasonalities on stock returns: evidence from the Turkish Stock Market

By Bildik R.  

Emerging Markets Review, Vol. 2, Iss. 4, 2001-12 ,pp. : 387-417

Elsevier

Access to resources Recommend Favorite