On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid stock market

DOI10.1016/S0165-1765(00)00270-6MaRDI QIDQ1583182zbMATH OpenOpenAlexWikidataFDO

Authors Fernando Fernández-Rodríguez, Christian González-Martel, Simón Sosvilla-Rivero

Publication date 26 October 2000

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(00)00270-6

zbMATH Keywords

neural network modelssecurity marketstechnical trading rules

Mathematics Subject Classification ID

Neural networks for/in biological studies, artificial life and related topics (92B20)

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Cites work

• Artificial neural networks: an econometric perspective^∗
• Technical Trading Rules and the Size of the Risk Premium in Security Returns

Cited in

(15)

• Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets
• Predictable variation and profitable trading of US equities: A trading simulation using neural networks
• Financial returns and efficiency as seen by an artificial technical analyst
• Inflation forecasting using a neural network
• A multilayer feedforward perceptron model in neural networks for predicting stock market short-term trends
• Forecasting high-frequency stock returns: a comparison of alternative methods
• A data analytic approach to forecasting daily stock returns in an emerging market
• An empirical evaluation of nonlinear trading rules
• On the fractal characterization of a system for tradings on Eurozone stocks
• Conditional quantile change test for time series based on support vector regression
• Robust monitoring conditional volatility change for time series based on support vector regression
• Effectiveness of stochastic neural network for prediction of fall or rise of TOPIX
• Market efficiency and returns to simple technical trading rules: Further evidence from U.S., U.K., Asian and Chinese stock markets
• A dynamic analysis of moving average rules
• Heterogeneous trading strategies with adaptive fuzzy actor-critic reinforcement learning: a behavioral approach

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