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http://hdl.handle.net/10553/49188
| Título: | Optimatization of technical rules by genetic algorithms: Evidence from the Madrid stock market | Autores/as: | Fernández-Rodríguez, Fernando González-Martel, Christian Sosvilla-Rivero, Simón |
Fecha de publicación: | 2005 | Editor/a: | 0960-3107 | Publicación seriada: | Applied Financial Economics | Resumen: | This paper investigates the profitability of a simple and very common technical trading rule applied to the General Index of the Madrid Stock Market. The optimal trading rule parameter values are found using a genetic algorithm. The results suggest that, for reasonable trading costs, the technical trading rule is always superior to a risk-adjusted buy-and-hold strategy. © 2005 Taylor & Francis Group Ltd. | URI: | http://hdl.handle.net/10553/49188 | ISSN: | 0960-3107 | DOI: | 10.1080/09603100500107818 | Fuente: | Applied Financial Economics[ISSN 0960-3107],v. 15, p. 773-775 |
| Colección: | Artículos |
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