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Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market. (2001). Hommes, Cars ; Boswijk, H. Peter.
In: Computing in Economics and Finance 2001.
RePEc:sce:scecf1:120.

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  1. Risk adjusted returns from technical trading: a genetic programming approach. (2005). Fyfe, Colin ; Marney, John ; Tarbert, Heather .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:15:p:1073-1077.

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  2. A Dynamic Analysis of Moving Average Rules. (2004). Hommes, Cars ; He, Xuezhong ; Chiarella, Carl.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:04-14.

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