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Is technical analysis in the foreign exchange market profitable? a genetic programming approach. (1997). Neely, Christopher ; Weller, Paul A. ; Dittmar, Robert .
In: Working Papers.
RePEc:fip:fedlwp:1996-006.

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  34. The performance of technical trading rules in Socially Responsible Investments. (2019). Zhang, Hanxiong ; Urquhart, Andrew.
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  41. Trading Performance Analysis: A Comparisons Between the Original MA Crossover and Modified MA Crossover Strategy. (2018). Chuen, Yean Soh ; Hamzah, Ahmad Husni ; Yaacob, Mohd Hasimi ; Tapa, Afiruddin.
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  93. Detecting trends in the foreign exchange markets. (2012). Sosvilla-Rivero, Simon.
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  94. Technical analyses and order submission behaviors: Evidence from an emerging market. (2012). Chiao, Chaoshin ; Wang, Zi-Mei ; Chang, Ya-Ting.
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  95. Currency momentum strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
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  96. Technical trading revisited: False discoveries, persistence tests, and transaction costs. (2012). Scaillet, Olivier ; Bajgrowicz, Pierre .
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  97. Performance of technical analysis in growth and small cap segments of the US equity market. (2012). Shynkevich, Andrei.
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  98. Currency Momentum Strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
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  99. Fund managers - why the best might be the worst: On the evolutionary vigor of risk-seeking behavior. (2011). Witte, Bjorn-Christopher .
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  100. In search of momentum profits: are they illusory?. (2011). Parhizgari, A. M. ; Pavlova, Ivelina.
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  101. Fundamental Modeling Exchange Rate using Genetic Algorithm: A Case Study of European Countries. (2011). Rasekhi, Saeed.
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  102. Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets. (2011). Choe, Kwang-il ; Nam, Kiseok ; Krausz, Joshua.
    In: Review of Quantitative Finance and Accounting.
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  103. Do technical trading profits remain in the foreign exchange market? Evidence from 14 currencies. (2011). Protopapadakis, Aris ; Cialenco, Igor.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:2:p:176-206.

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  104. Currency Momentum Strategies. (2011). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
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  105. Portfolio selection based on the mean-VaR efficient frontier. (2010). Tsao, Chueh-Yung.
    In: Quantitative Finance.
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  106. Evolutionary models in economics: a survey of methods and building blocks. (2010). van den Bergh, Jeroen ; Safarzynska, Karolina ; Safarzyska, Karolina.
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  107. Dynamics of moving average rules in a continuous-time financial market model. (2010). Zheng, Min.
    In: Journal of Economic Behavior & Organization.
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  108. Examining the effectiveness of price limits in an artificial stock market. (2010). Yeh, Chia-Hsuan ; Yang, Chun-Yi .
    In: Journal of Economic Dynamics and Control.
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  109. Technical Trading and Trends in the Dollar-Euro Exchange Rate. (2009). Schulmeister, Stephan.
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  110. Do momentum-based strategies work in emerging currency markets?. (2009). CHONG, Terence Tai Leung ; Ip, Hugo Tak-Sang .
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  111. A momentum trading strategy based on the low frequency component of the exchange rate. (2009). Harris, Richard ; Yilmaz, Fatih ; Harris, Richard D. F., .
    In: Journal of Banking & Finance.
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  112. Price trends and patterns in technical analysis: A theoretical and empirical examination. (2009). Friesen, Geoffrey C. ; Weller, Paul A. ; Dunham, Lee M..
    In: Journal of Banking & Finance.
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  113. Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules. (2009). Tabak, Benjamin ; Lima, Eduardo ; Lima, Eduardo J. A., .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:194:y:2009:i:3:p:814-820.

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  114. The Dow Theory: William Peter Hamiltons Track Record Re-Considered. (2008). Goetzmann, William ; Brown, Stephen ; Kumar, Alok.
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  115. Il dibattito su dignità ed efficacia dellanalisi tecnica nelleconomia finanziaria.. (2008). Beber, Alessandro.
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  116. Predictability and Good Deals in Currency Markets. (2008). Potì, Valerio ; Levich, Richard M. ; Poti, Valerio.
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  117. Improving moving average trading rules with boosting and statistical learning methods. (2008). Andrada-Felix, Julian ; Fernando Fernandez-Rodríguez, .
    In: Journal of Forecasting.
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  118. The dynamic interaction of order flows and the CAD/USD exchange rate. (2008). Neely, Christopher ; Gradojevic, Nikola.
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  119. Do Euro exchange rates follow a martingale? Some out-of-sample evidence. (2008). Yang, Jian ; Kolari, James W. ; Su, Xiaojing .
    In: Journal of Banking & Finance.
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  120. Exchange Rates and Fundamentals: Footloose or Evolving Relationship?. (2008). Valente, Giorgio ; Sarno, Lucio.
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  121. Temporal Patterns in Foreign Exchange Returns and Options. (2007). Sapp, Stephen ; CHARLEBOIS, MAXIME.
    In: Journal of Money, Credit and Banking.
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  122. Do Professional Currency Managers Beat the Benchmark?. (2007). Pojarliev, Momtchil ; Levich, Richard M..
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  123. The adaptive markets hypothesis: evidence from the foreign exchange market. (2007). Neely, Christopher ; Ulrich, Joshua M. ; Weller, Paul A..
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  124. Central bank intervention with limited arbitrage. (2007). Neely, Christopher ; Weller, Paul A..
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  125. Can Markov switching models predict excess foreign exchange returns?. (2007). Neely, Christopher ; Dueker, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:2:p:279-296.

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  126. Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market. (2007). Gradojevic, Nikola.
    In: Journal of Economic Dynamics and Control.
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  127. Instrument rules in monetary policy under heterogeneity in currency trade. (2007). Bask, Mikael .
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  128. Optimal monetary policy under heterogeneity in currency trade. (2007). Bask, Mikael .
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  129. Long swings and chaos in the exchange rate in a DSGE model with a Taylor rule. (2007). Bask, Mikael .
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  130. WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?. (2007). Irwin, Scott ; Park, Cheol-Ho.
    In: Journal of Economic Surveys.
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  132. The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
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  133. Asymmetric Stationarity in National Stock Market Indices: An MTAR Analysis. (2006). Self, James.
    In: The Journal of Business.
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  134. The performance analysis of chart patterns: Monte Carlo simulation and evidence from the euro/dollar foreign exchange market. (2006). Ben Omrane, Walid ; Oppens, Herve.
    In: Empirical Economics.
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  135. An automated econometric decision support system: forecasts for foreign exchange trades. (2006). Schuster, Matthias ; Keber, Christian ; Brandl, Bernd.
    In: Central European Journal of Operations Research.
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  136. On the Evolution of Investment Strategies and the Kelly Rule РA Darwinian Approach. (2006). Schenk-Hopp̩, Klaus ; Lensberg, Terje.
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  137. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
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  138. Idiosyncratic volatility, economic fundamentals, and foreign exchange rates. (2006). Guo, Hui.
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  139. Can Markov switching models predict excess foreign exchange returns?. (2006). Neely, Christopher ; Dueker, Michael.
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  140. The cost of technical trading rules in the Forex market: A utility-based evaluation. (2006). Lyrio, Marco ; Dewachter, Hans.
    In: Journal of International Money and Finance.
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  141. On the short-term predictability of exchange rates: A BVAR time-varying parameters approach. (2006). Sarantis, Nicholas .
    In: Journal of Banking & Finance.
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  142. Agent-based Computational Finance. (2006). LeBaron, Blake .
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  143. The interaction between technical currency trading and exchange rate fluctuations. (2006). Schulmeister, Stephan.
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  144. A dynamic analysis of moving average rules. (2006). Hommes, Cars ; He, Xuezhong ; Chiarella, Carl.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:9-10:p:1729-1753.

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  145. Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?. (2005). Sarno, Lucio.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:38:y:2005:i:3:p:673-708.

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  146. A Dynamic Analysis of Moving Average Rules. (2005). Hommes, Cars ; He, Xuezhong ; Chiarella, Carl.
    In: Tinbergen Institute Discussion Papers.
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  147. Risk adjusted returns from technical trading: a genetic programming approach. (2005). Fyfe, Colin ; Marney, John ; Tarbert, Heather .
    In: Applied Financial Economics.
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  148. Entscheidungsregeln und ihr Einfluss auf den Aktienkurs. (2004). Trifan, Emanuela .
    In: Darmstadt Discussion Papers in Economics.
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  149. Decision Rules and their Influence on Asset Prices. (2004). Trifan, Emanuela .
    In: Darmstadt Discussion Papers in Economics.
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  150. A Dynamic Analysis of Moving Average Rules. (2004). Hommes, Cars ; He, Xuezhong ; Chiarella, Carl.
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  151. The Efficient Market Hypothesis: Is It Applicable to the Foreign Exchange Market?. (2004). Nguyen, James.
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  152. Trading Rule Profitability and Central Bank Interventions in the Dollar-Deutsch mark Market / Der Zusammenhang zwischen der Profitabilität einer technischen Handelsstrategie und Zentralbankinterventi. (2004). Stadtmann, Georg ; Frenkel, Michael.
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  153. Maritime businesses: volatile stock prices and market valuation inefficiencies. (2004). Lombardo, Gary A. ; Mulligan, Robert F..
    In: The Quarterly Review of Economics and Finance.
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  154. Fractal analysis of highly volatile markets: an application to technology equities. (2004). Mulligan, Robert F..
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  155. Are all Central Bank interventions created equal? An empirical investigation. (2004). Sapp, Stephen .
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  156. Have trading rule profits in the currency markets declined over time?. (2004). Olson, Dennis.
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  157. Decision Rules and their Influence on Asset Prices. (2004). Trifan, Emanuela .
    In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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  158. The predictive success and profitability of chart patterns in the Euro/Dollar foreign exchange market. (2004). Ben Omrane, Walid ; VAN OPPEN, Herv .
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  159. A Dynamic Analysis of Moving Average Rules. (2004). Hommes, Cars ; He, Xuezhong ; Chiarella, Carl.
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  160. PREDICCIÓN NO-LINEAL DE TIPOS DE CAMBIO: ALGORITMOS GENÉTICOS, REDES NEURONALES Y FUSIÓN DE DATOS. (2003). Alvarez, Alberto ; Alvarez-Diaz, Marcos.
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  161. Structural change and lead-lag relationship between the Nikkei spot index and futures price: a genetic programming approach. (2003). Lien, Donald ; Tse, Y. K. ; Zhang, Xibin.
    In: Quantitative Finance.
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  162. Genetic Programming and International Short-Term Capital Flow. (2003). Chen, Shu-Heng ; Kuo, Tzu-Wen.
    In: Computing in Economics and Finance 2003.
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  163. Modelización semiparamétrica y validación teórica del método de valoración contingente. Aplicación de un algoritmo genético. (2003). Gomez, Manuel Gonzalez ; Diaz, Marcos Alvarez .
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  164. Government intervention in the foreign exchange market. (2003). Humpage, Owen.
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  165. Risk-adjusted, ex ante, optimal technical trading rules in equity markets. (2003). Neely, Christopher.
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  166. Intraday technical trading in the foreign exchange market. (2003). Neely, Christopher ; Weller, P. A..
    In: Journal of International Money and Finance.
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  167. Do Momentum-Based Strategies Still Work in Foreign Currency Markets?. (2003). White, Derek ; Okunev, John .
    In: Journal of Financial and Quantitative Analysis.
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  168. Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis. (2003). Osler, Carol.
    In: Journal of Finance.
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  169. PREDICCIÓN NO-LINEAL DE TIPOS DE CAMBIO: ALGORITMOS GENÉTICOS, REDES NEURONALES Y FUSIÓN DE DATOS. (2002). Alvarez, Alberto ; Alvarez-Diaz, Marcos.
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  170. Can channel pattern trading be profitably automated?. (2002). Jones, C. M. ; M. A. H. DEMPSTER, .
    In: The European Journal of Finance.
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  171. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
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  172. The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits. (2002). Neely, Christopher.
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  173. The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits. (2002). Neely, Christopher.
    In: Journal of International Economics.
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  174. Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics. (2001). Neely, Christopher ; Weller, Paul A..
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  175. Intraday technical trading in the foreign exchange market. (2001). Neely, Christopher ; Weller, Paul A..
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  176. Risk-adjusted, ex ante, optimal technical trading rules in equity markets. (2001). Neely, Christopher.
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  177. Sterilized intervention, nonsterilized intervention, and monetary policy. (2001). Humpage, Owen ; Craig, Ben.
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  178. Technical trading rules in the spot foreign exchange markets of developing countries. (2001). Martin, Anna D..
    In: Journal of Multinational Financial Management.
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  179. Technical analysis and central bank intervention. (2001). Neely, Christopher ; Weller, Paul A..
    In: Journal of International Money and Finance.
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  180. Can Markov switching models replicate chartist profits in the foreign exchange market?. (2001). Dewachter, Hans.
    In: Journal of International Money and Finance.
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  181. Trading rule profits in Latin American currency spot rates. (2001). Lee, Chun I ; Gleason, Kimberly C. ; Mathur, Ike.
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  182. A Moving Average Comparison of the Tel-Aviv 25 and S&P 500 Stock Indices. (2001). Shachmurove, Yochanan ; Yagil, Joseph ; Benzion, Uri ; Ben Zion, Uri ; Klein, Paul .
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  183. Technical Analysis and Exchange Rate Dynamics. (2000). Schulmeister, Stephan.
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  184. Genetic Algorithm Optimisation for Finance and Investment. (2000). Pereira, Robert.
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  185. The Efficient Market Hypothesis: A Survey. (2000). Vickery, James ; Gruen, David ; Beechey, Meredith.
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  186. Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation. (2000). Lo, Andrew ; Mamaysky, Harry ; Wang, Jiang.
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  187. A fractal analysis of foreign exchange markets. (2000). Mulligan, Robert.
    In: International Advances in Economic Research.
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  188. Technical analysis and central bank intervention. (2000). Neely, Christopher ; Weller, Paul .
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  189. Intervention from an information perspective. (2000). Humpage, Owen ; Baillie, Richard ; Osterberg, William P..
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