Technical Trading versus Market Efficiency-A Genetic Programming Approach

Created by W.Langdon from gp-bibliography.bib Revision:1.4202

  author =       "John Paul Marney and Heather F. E. Tarbert and 
                 Colin Fyfe",
  title =        "Technical Trading versus Market Efficiency-A Genetic
                 Programming Approach",
  booktitle =    "Computing in Economics and Finance",
  year =         "2000",
  address =      "Universitat Pompeu Fabra, Barcelona, Spain",
  month =        "6-8 " # jul,
  keywords =     "genetic algorithms, genetic programming",
  URL =          "",
  abstract =     "In this paper genetic programming is used to
                 investigate a number of long time series of price data
                 for a stock exchange quoted share, in order to discern
                 whether there are any patterns in the data which could
                 be used for technical trading purposes. This extends
                 the work done by the authors in a previous paper (Fyfe
                 et al. 1999) which suggested that, although it was
                 possible to find a rule which did outperform simple buy
                 and hold, there were insufficient grounds for the
                 rejection of the efficient market hypothesis. The
                 purpose of the present paper is to investigate the
                 robustness and generalisability of the conclusion
                 reached by Fyfe et. al.",
  notes =        "broken

Genetic Programming entries for John Paul Marney Heather F E Tarbert Colin Fyfe