Title:

A Comparative Study of Technical Trading Strategies Using a Genetic Algorithm

Authors:

Luis Lobato Macedo (U Coimbra, Government of Portugal)
Pedro Godinho (U Coimbra)
Maria Joao Alves (U Coimbra)

Journal:

Computational Economics

Year:

2020

Volume:

55

Number:

1

Pages:

349-381

JEL codes:

C61 - Optimization Techniques; Programming Models; Dynamic Analysis
F31 - Foreign Exchange
G15 - International Financial Markets

DOI:

10.1007/s10614-016-9641-9