The Application of Genetic Algorithms in Technical Analysis:An Empirical Study of the Asian Markets

碩士 === 雲林科技大學 === 財務金融系碩士班 === 96 === This study employs moving average and trading range break rules of Brock et al. (1992, BLL) in ten Asian stock markets to ascertain the predictability and profitability of technical analysis. A trend which is growing in visibility related to the use of genetic...

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Bibliographic Details
Main Authors: Chia-hua Hsu, 許家華
Other Authors: none
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/30730255413607530939