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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2008
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Online Access: | http://ndltd.ncl.edu.tw/handle/30730255413607530939 |