Andreas Frick, Ralf Herrmann y, Martin Kreidler, Alexander Narr, Detlef Seese  Home/Search
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Abstract: We investigate price-based heuristic trading rules for buying and selling shares. This is accomplished by transforming time series of share prices from the Frankfurt Stock Exchange (FSE) using Point & Figure (P&F) Chart Analysis. This yields formations which are evaluated and transformed into a binary example set. For the above evaluation we used two different methods: First, by comparing the returns of any considered trading strategy with the corresponding riskless interest rate and the... (Update)
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BibTeX entry: (Update)
A. Frick, R. Herrmann, M. Kreidler, A. Narr and D. Seese, "A GeneticBased Approach for the Derivation of Trading Strategies on the German Stock Market", to appear in Proceedings ICONIP`96, Springer-Verlag, 1996. http://citeseer.ist.psu.edu/frick96geneticbased.html More
@misc{ frick96geneticbased,
author = "A. Frick and R. Herrmann and M. Kreidler and A. Narr and D. Seese",
title = "A GeneticBased Approach for the Derivation of Trading Strategies on the
German Stock Market",
text = "A. Frick, R. Herrmann, M. Kreidler, A. Narr and D. Seese, A GeneticBased
Approach for the Derivation of Trading Strategies on the German Stock Market,
to appear in Proceedings ICONIP`96, Springer-Verlag, 1996.",
year = "1996",
url = "citeseer.ist.psu.edu/frick96geneticbased.html" }
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[Article contains additional citations not shown here]
Documents on the same site (http://www.uni-karlsruhe.de/~ul63/publications/bibliography.html):
Genetic-Based Trading Rules -- A New Tool to Beat the.. - First Empirical Results (Correct)
Multimodels: From Simulation to Object-Oriented Analysis and Design - Frick (2000) (Correct)
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