Combining technical trading rules using particle swarm optimization

Keyphrases

• Performance-based Incentives 100%
• Technical Trading Rules 100%
• Particle Swarm Optimization 100%
• Reward Strategy 100%
• Trading Rules 42%
• Moving Average 28%
• Trading Range Breakout 28%
• Null Model 28%
• Copyright 14%
• Reward System 14%
• Popular 14%
• Predictive Ability 14%
• Stock Market 14%
• Parameter Values 14%
• Bootstrap 14%
• Trading Strategy 14%
• Random Walk 14%
• Testing Period 14%
• Stock Returns 14%
• Time-variant 14%
• GARCH (1,1) Model 14%
• Mechanism-based 14%
• Particle Swarm Optimization Algorithm 14%
• Best Parameters 14%
• Popular Classes 14%
• Stock Trading Strategy 14%
• Stock Price Trend 14%
• Net Profit 14%
• AR(1) 14%

Economics, Econometrics and Finance

• Behavioural Finance 100%
• Smoothing Technique 66%
• Capital Market Returns 33%
• Stock Price 33%
• Generalized Autoregressive Conditional Heteroskedasticity 33%