Is technical analysis in the foreign exchange market profitable? a genetic programming approach

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Publisher :
ISBN 13 :
Total Pages : 27 pages
Book Rating : 4.:/5 (129 download)

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Book Synopsis Is technical analysis in the foreign exchange market profitable? a genetic programming approach by : Christopher J. Neely

Download or read book Is technical analysis in the foreign exchange market profitable? a genetic programming approach written by Christopher J. Neely and published by . This book was released on 1996 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Development of Trading Systems using Genetic Programming with a Case Study

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Publisher : GRIN Verlag
ISBN 13 : 3869436921
Total Pages : 99 pages
Book Rating : 4.8/5 (694 download)

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Book Synopsis Development of Trading Systems using Genetic Programming with a Case Study by : Holger Hartmann

Download or read book Development of Trading Systems using Genetic Programming with a Case Study written by Holger Hartmann and published by GRIN Verlag. This book was released on 2012-03-02 with total page 99 pages. Available in PDF, EPUB and Kindle. Book excerpt: Diploma Thesis from the year 2007 in the subject Computer Science - Programming, grade: 1.7, University of Hamburg, language: English, abstract: In this thesis Genetic Progrmming is used to create trading systems for the EUR/USD foreign exchange market using intraday data. In addition to the exchange rates several moving averages are used as inputs. The developed evolutionary algorithm extends the framework ECJ. The created trading systems are being evaluated by a fitness function that consists of a trading simulation. Genetic operators have been adapted to support "node weights". By using these on the one hand macromutaion is tried to be reduced on the other hand the interpretability of the created trading systems is tried to be improved. Results of experiments show that created trading systems are apparently successfull in profitably using informations contained within the exchange rates. Profits of the created trading systems are maximized by using the optimal position size. It is shown that if the minimum investment period is met the achieved results are optimal even when taking into account the used risk adjusted performance figure.

Technical Analysis on Foreign Exchange Markets

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Publisher : Lit Verlag
ISBN 13 :
Total Pages : 106 pages
Book Rating : 4.:/5 (55 download)

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Book Synopsis Technical Analysis on Foreign Exchange Markets by : Ulrike Ludden

Download or read book Technical Analysis on Foreign Exchange Markets written by Ulrike Ludden and published by Lit Verlag. This book was released on 1999 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt: " During the last decades, the international financial markets saw enormous developments. Today, every newspaper offers advice on investment strategies and analysts seemingly earn money by drawing magic lines through prices series. Even though more and more traders rely on technical analysis, economists remain sceptical. How can the apparent success of technical trading strategies be reconciled with efficient market theories? This book mainly consists of three parts. The first part critically reviews the empirical literature on technical analysis and suggests to leave behind profitability calculations in favor of a systematic approach to analyzing trading rules, where special attention is given to the evaluation of the rules' forecasts. The second part presents the results of an empirical analysis that covers 5 exchange rates series spanning more than 20 years. In the third part, the theoretical background as well as the implications of a widespread use of technical analysis are critically discussed. The thorough overview presented here lays a foundation for further discussions of technical analyses and its effects on markets. "

CMT Level I 2019: An Introduction to Technical Analysis

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Publisher : John Wiley & Sons
ISBN 13 : 1119543452
Total Pages : 672 pages
Book Rating : 4.1/5 (195 download)

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Book Synopsis CMT Level I 2019: An Introduction to Technical Analysis by : Wiley

Download or read book CMT Level I 2019: An Introduction to Technical Analysis written by Wiley and published by John Wiley & Sons. This book was released on 2019-01-07 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt: Everything you need to pass Level I of the CMT Program CMT Level I 2019: An Introduction to Technical Analysis fully prepares you to demonstrate the basic competencies of an entry-level analyst, including a working knowledge of terminology and the ability to discuss key concepts and fundamental analytical tools. Covered topics address theory and history, markets, market indicators, construction, confirmation, cycles, selection and decision, system testing, and statistical analysis. The Level I exam emphasizes trend, chart, and pattern analysis. This cornerstone guidebook of the Chartered Market Technician® Program will provide every advantage to passing the Level I CMT Exam.

Effective Trading in Financial Markets Using Technical Analysis

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Publisher : Taylor & Francis
ISBN 13 : 1000205193
Total Pages : 283 pages
Book Rating : 4.0/5 (2 download)

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Book Synopsis Effective Trading in Financial Markets Using Technical Analysis by : Smita Roy Trivedi

Download or read book Effective Trading in Financial Markets Using Technical Analysis written by Smita Roy Trivedi and published by Taylor & Francis. This book was released on 2020-10-29 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive guide to effective trading in the financial markets through the application of technical analysis through the following: Presenting in-depth coverage of technical analysis tools (including trade set-ups) as well as backtesting and algorithmic trading Discussing advanced concepts such as Elliott Waves, time cycles and momentum, volume, and volatility indicators from the perspective of the global markets and especially India Blending practical insights and research updates for professional trading, investments, and financial market analyses Including detailed examples, case studies, comparisons, figures, and illustrations from different asset classes and markets in simple language The book will be essential for scholars and researchers of finance, economics and management studies, as well as professional traders and dealers in financial institutions (including banks) and corporates, fund managers, investors, and anyone interested in financial markets.

Genetic Programming Theory and Practice II

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Publisher : Springer Science & Business Media
ISBN 13 : 0387232540
Total Pages : 330 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis Genetic Programming Theory and Practice II by : Una-May O'Reilly

Download or read book Genetic Programming Theory and Practice II written by Una-May O'Reilly and published by Springer Science & Business Media. This book was released on 2006-03-16 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: The work described in this book was first presented at the Second Workshop on Genetic Programming, Theory and Practice, organized by the Center for the Study of Complex Systems at the University of Michigan, Ann Arbor, 13-15 May 2004. The goal of this workshop series is to promote the exchange of research results and ideas between those who focus on Genetic Programming (GP) theory and those who focus on the application of GP to various re- world problems. In order to facilitate these interactions, the number of talks and participants was small and the time for discussion was large. Further, participants were asked to review each other's chapters before the workshop. Those reviewer comments, as well as discussion at the workshop, are reflected in the chapters presented in this book. Additional information about the workshop, addendums to chapters, and a site for continuing discussions by participants and by others can be found at http://cscs.umich.edu:8000/GPTP-20041. We thank all the workshop participants for making the workshop an exciting and productive three days. In particular we thank all the authors, without whose hard work and creative talents, neither the workshop nor the book would be possible. We also thank our keynote speakers Lawrence ("Dave") Davis of NuTech Solutions, Inc., Jordan Pollack of Brandeis University, and Richard Lenski of Michigan State University, who delivered three thought-provoking speeches that inspired a great deal of discussion among the participants.

Genetic Programming Theory and Practice V

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Publisher : Springer Science & Business Media
ISBN 13 : 0387763082
Total Pages : 290 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Genetic Programming Theory and Practice V by : Rick Riolo

Download or read book Genetic Programming Theory and Practice V written by Rick Riolo and published by Springer Science & Business Media. This book was released on 2007-12-20 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: Genetic Programming Theory and Practice V was developed from the fifth workshop at the University of Michigan’s Center for the Study of Complex Systems. It aims to facilitate the exchange of ideas and information related to the rapidly advancing field of Genetic Programming (GP). This volume is a unique and indispensable tool for academics, researchers and industry professionals involved in GP, evolutionary computation, machine learning and artificial intelligence.

Genetic Programming Theory and Practice IV

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Publisher : Springer Science & Business Media
ISBN 13 : 0387496505
Total Pages : 349 pages
Book Rating : 4.3/5 (874 download)

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Book Synopsis Genetic Programming Theory and Practice IV by : Rick Riolo

Download or read book Genetic Programming Theory and Practice IV written by Rick Riolo and published by Springer Science & Business Media. This book was released on 2007-07-03 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: Genetic Programming Theory and Practice IV was developed from the fourth workshop at the University of Michigan’s Center for the Study of Complex Systems. The workshop was convened in May 2006 to facilitate the exchange of ideas and information related to the rapidly advancing field of Genetic Programming (GP). The text explores the synergy between theory and practice, producing a comprehensive view of the state of the art in GP application.

Candlestick Forecasting for Investments

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Publisher : Routledge
ISBN 13 : 1000369331
Total Pages : 133 pages
Book Rating : 4.0/5 (3 download)

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Book Synopsis Candlestick Forecasting for Investments by : Haibin Xie

Download or read book Candlestick Forecasting for Investments written by Haibin Xie and published by Routledge. This book was released on 2021-03-11 with total page 133 pages. Available in PDF, EPUB and Kindle. Book excerpt: Candlestick charts are often used in speculative markets to describe and forecast asset price movements. This book is the first of its kind to investigate candlestick charts and their statistical properties. It provides an empirical evaluation of candlestick forecasting. The book proposes a novel technique to obtain the statistical properties of candlestick charts. The technique, which is known as the range decomposition technique, shows how security price is approximately logged into two ranges, i.e. technical range and Parkinson range. Through decomposition-based modeling techniques and empirical datasets, the book investigates the power of, and establishes the statistical foundation of, candlestick forecasting.

The Evolution of Technical Analysis

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Publisher : John Wiley & Sons
ISBN 13 : 0470952733
Total Pages : 243 pages
Book Rating : 4.4/5 (79 download)

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Book Synopsis The Evolution of Technical Analysis by : Andrew W. Lo

Download or read book The Evolution of Technical Analysis written by Andrew W. Lo and published by John Wiley & Sons. This book was released on 2011-02-23 with total page 243 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive history of the evolution of technical analysis from ancient times to the Internet age Whether driven by mass psychology, fear or greed of investors, the forces of supply and demand, or a combination, technical analysis has flourished for thousands of years on the outskirts of the financial establishment. In The Evolution of Technical Analysis: Financial Prediction from Babylonian Tablets to Bloomberg Terminals, MIT's Andrew W. Lo details how the charting of past stock prices for the purpose of identifying trends, patterns, strength, and cycles within market data has allowed traders to make informed investment decisions based in logic, rather than on luck. The book Reveals the origins of technical analysis Compares and contrasts the Eastern practices of China and Japan to Western methods Details the contributions of pioneers such as Charles Dow, Munehisa Homma, Humphrey B. Neill, and William D. Gann The Evolution of Technical Analysis explores the fascinating history of technical analysis, tracing where technical analysts failed, how they succeeded, and what it all means for today's traders and investors.

Genetic Programming Theory and Practice

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Publisher : Springer Science & Business Media
ISBN 13 : 1441989838
Total Pages : 322 pages
Book Rating : 4.4/5 (419 download)

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Book Synopsis Genetic Programming Theory and Practice by : Rick Riolo

Download or read book Genetic Programming Theory and Practice written by Rick Riolo and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: Genetic Programming Theory and Practice explores the emerging interaction between theory and practice in the cutting-edge, machine learning method of Genetic Programming (GP). The material contained in this contributed volume was developed from a workshop at the University of Michigan's Center for the Study of Complex Systems where an international group of genetic programming theorists and practitioners met to examine how GP theory informs practice and how GP practice impacts GP theory. The contributions cover the full spectrum of this relationship and are written by leading GP theorists from major universities, as well as active practitioners from leading industries and businesses. Chapters include such topics as John Koza's development of human-competitive electronic circuit designs; David Goldberg's application of "competent GA" methodology to GP; Jason Daida's discovery of a new set of factors underlying the dynamics of GP starting from applied research; and Stephen Freeland's essay on the lessons of biology for GP and the potential impact of GP on evolutionary theory.

Natural Computing in Computational Finance

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Publisher : Springer
ISBN 13 : 3540774777
Total Pages : 298 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis Natural Computing in Computational Finance by : Anthony Brabazon

Download or read book Natural Computing in Computational Finance written by Anthony Brabazon and published by Springer. This book was released on 2008-05-26 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: Natural Computing in Computational Finance is a innovative volume containing fifteen chapters which illustrate cutting-edge applications of natural computing or agent-based modeling in modern computational finance. Following an introductory chapter the book is organized into three sections. The first section deals with optimization applications of natural computing demonstrating the application of a broad range of algorithms including, genetic algorithms, differential evolution, evolution strategies, quantum-inspired evolutionary algorithms and bacterial foraging algorithms to multiple financial applications including portfolio optimization, fund allocation and asset pricing. The second section explores the use of natural computing methodologies such as genetic programming, neural network hybrids and fuzzy-evolutionary hybrids for model induction in order to construct market trading, credit scoring and market prediction systems. The final section illustrates a range of agent-based applications including the modeling of payment card and financial markets. Each chapter provides an introduction to the relevant natural computing methodology as well as providing a clear description of the financial application addressed. The book was written to be accessible to a wide audience and should be of interest to practitioners, academics and students, in the fields of both natural computing and finance.

Applications of Evolutionary Computing

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Publisher : Springer Science & Business Media
ISBN 13 : 3642011284
Total Pages : 857 pages
Book Rating : 4.6/5 (42 download)

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Book Synopsis Applications of Evolutionary Computing by : Mario Giacobini

Download or read book Applications of Evolutionary Computing written by Mario Giacobini and published by Springer Science & Business Media. This book was released on 2009-04-02 with total page 857 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed joint proceedings of eleven European workshops on the Theory and Applications of Evolutionary Computation, EvoWorkshops 2009, held in Tübingen, Germany, in April 2009 within the scope of the EvoStar 2009 event. The 68 revised full papers and 23 revised short papers presented were carefully reviewed and selected from a total of 143 submissions. With respect to the eleven workshops covered, the papers are organized in topical sections on telecommunication networks and other parallel and distributed systems, environmental issues, finance and economics, games, design automation, image analysis and signal processing, interactive evolution and humanized computational intelligence, music, sound, art and design, continuous parameter optimisation, stochastic and dynamic environments, as well as transportation and logistics.

Information Systems for Global Financial Markets: Emerging Developments and Effects

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Publisher : IGI Global
ISBN 13 : 1613501633
Total Pages : 437 pages
Book Rating : 4.6/5 (135 download)

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Book Synopsis Information Systems for Global Financial Markets: Emerging Developments and Effects by : Yap, Alexander Y.

Download or read book Information Systems for Global Financial Markets: Emerging Developments and Effects written by Yap, Alexander Y. and published by IGI Global. This book was released on 2011-11-30 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book offers focused research on the systems and technologies that provide intelligence and expertise to traders and investors and facilitate the agile ordering processes, networking, and regulation of global financial electronic markets"--Provided by publisher.

CMT Level I 2017

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Publisher : John Wiley & Sons
ISBN 13 : 1119361672
Total Pages : 640 pages
Book Rating : 4.1/5 (193 download)

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Book Synopsis CMT Level I 2017 by : Market Technician's Association

Download or read book CMT Level I 2017 written by Market Technician's Association and published by John Wiley & Sons. This book was released on 2017-01-04 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt: Everything you need to pass Level I of the CMT Program CMT Level I 2017: An Introduction to Technical Analysis fully prepares you to demonstrate the basic competencies of an entry-level analyst, including a working knowledge of terminology and the ability to discuss key concepts and fundamental analytical tools. Covered topics address theory and history, markets, market indicators, construction, confirmation, cycles, selection and decision, system testing, and statistical analysis. The Level I exam emphasizes trend, chart, and pattern analysis. This cornerstone guidebook of the Chartered Market Technician® Program will provide every advantage to passing Level I.

Recent Progress in Computational Sciences and Engineering (2 vols)

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Publisher : CRC Press
ISBN 13 : 042952787X
Total Pages : 1297 pages
Book Rating : 4.4/5 (295 download)

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Book Synopsis Recent Progress in Computational Sciences and Engineering (2 vols) by : Theodore Simos

Download or read book Recent Progress in Computational Sciences and Engineering (2 vols) written by Theodore Simos and published by CRC Press. This book was released on 2019-05-07 with total page 1297 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume brings together selected contributed papers presented at the International Conference of Computational Methods in Science and Engineering (ICCMSE 2006), held in Chania, Greece, October 2006. The conference aims to bring together computational scientists from several disciplines in order to share methods and ideas. The ICCMSE is unique in its kind. It regroups original contributions from all fields of the traditional Sciences, Mathematics, Physics, Chemistry, Biology, Medicine and all branches of Engineering. It would be perhaps more appropriate to define the ICCMSE as a conference on computational science and its applications to science and engineering. Topics of general interest are: Computational Mathematics, Theoretical Physics and Theoretical Chemistry. Computational Engineering and Mechanics, Computational Biology and Medicine, Computational Geosciences and Meteorology, Computational Economics and Finance, Scientific Computation. High Performance Computing, Parallel and Distributed Computing, Visualization, Problem Solving Environments, Numerical Algorithms, Modelling and Simulation of Complex System, Web-based Simulation and Computing, Grid-based Simulation and Computing, Fuzzy Logic, Hybrid Computational Methods, Data Mining, Information Retrieval and Virtual Reality, Reliable Computing, Image Processing, Computational Science and Education etc. More than 800 extended abstracts have been submitted for consideration for presentation in ICCMSE 2005. From these 500 have been selected after international peer review by at least two independent reviewers.

Forecasting Financial Markets in India

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Publisher : Allied Publishers
ISBN 13 : 9788184244267
Total Pages : 224 pages
Book Rating : 4.2/5 (442 download)

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Book Synopsis Forecasting Financial Markets in India by : Rudra Prakash Pradhan

Download or read book Forecasting Financial Markets in India written by Rudra Prakash Pradhan and published by Allied Publishers. This book was released on 2009 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: Papers presented at the Forecasting Financial Markets in India, held at Kharagpur during 29-31 December 2008.