{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,11,7]],"date-time":"2025-11-07T08:59:40Z","timestamp":1762505980615},"reference-count":44,"publisher":"Springer Science and Business Media LLC","issue":"2","license":[{"start":{"date-parts":[[2012,9,28]],"date-time":"2012-09-28T00:00:00Z","timestamp":1348790400000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Nat Comput"],"published-print":{"date-parts":[[2013,6]]},"DOI":"10.1007\/s11047-012-9347-4","type":"journal-article","created":{"date-parts":[[2012,9,28]],"date-time":"2012-09-28T11:22:17Z","timestamp":1348831337000},"page":"195-207","source":"Crossref","is-referenced-by-count":15,"title":["A parallel evolutionary algorithm for technical market indicators optimization"],"prefix":"10.1007","volume":"12","author":[{"given":"Diego Jos\u00e9","family":"Bodas-Sagi","sequence":"first","affiliation":[]},{"given":"Pablo","family":"Fern\u00e1ndez-Blanco","sequence":"additional","affiliation":[]},{"given":"Jos\u00e9 Ignacio","family":"Hidalgo","sequence":"additional","affiliation":[]},{"given":"Francisco Jos\u00e9","family":"Soltero-Domingo","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2012,9,28]]},"reference":[{"issue":"2","key":"9347_CR1","doi-asserted-by":"crossref","first-page":"245","DOI":"10.1016\/S0304-405X(98)00052-X","volume":"51","author":"F Allen","year":"1999","unstructured":"Allen F, Karjalainen R (1999) Using genetic algorithms to find technical trading rules. J Financ Econ 51(2):245\u2013271","journal-title":"J Financ Econ"},{"key":"9347_CR2","volume-title":"Stock market analysis for speculative purposes. A modern approach","author":"A \u00c1lvarez Gonz\u00e1lez","year":"2005","unstructured":"\u00c1lvarez Gonz\u00e1lez A (2005) Stock market analysis for speculative purposes. A modern approach. Limusa, Mexico"},{"key":"9347_CR3","doi-asserted-by":"crossref","unstructured":"Andr\u00e9s Toro B, de Gir\u00f3n-Sierra JM, L\u00f3pez Orozco JA, Fern\u00e1ndez Blanco P (1999) A genetic optimization method for dynamic processes. In: Proceedings of the 14th World Congress IFAC. Pergamon Ed., Beijing, China, pp 373\u2013378","DOI":"10.1016\/S1474-6670(17)56518-0"},{"key":"9347_CR5","unstructured":"Andreu CJ, Ceballos HD (2004) Application of Fuzzy Delphi method to the prediction market. In: XI congress of international association for fuzzy-set management and economy. University Mediterranea of Reggio Calabria"},{"issue":"3","key":"9347_CR6","doi-asserted-by":"crossref","first-page":"373","DOI":"10.1017\/S1365100500016059","volume":"4","author":"J Arifovic","year":"2000","unstructured":"Arifovic J (2000) Evolutionary algorithms in macroeconomic models. Macroecon Dyn 4(3):373\u2013414","journal-title":"Macroecon Dyn"},{"key":"9347_CR46","doi-asserted-by":"crossref","unstructured":"Bessembinder H, Chan K (1995) The profitability of technical trading rules in the Asian stock markets. Pac-Basic Finance J, Elsevier 3(2\u20133):257\u2013284","DOI":"10.1016\/0927-538X(95)00002-3"},{"key":"9347_CR8","unstructured":"Bevilacqua V, Pacelli V, Saladino S (2012) A novel multi objective genetic algorithm for the portfolio optimization. Advanced intelligent computing. Lecture Notes in Computer Science 6838. Springer, Berlin, pp 186\u2013193"},{"key":"9347_CR9","unstructured":"Bodas-Sagi DJ, Fern\u00e1ndez P, Hidalgo JI, Soltero FJ, Risco-Mart\u00edn JL (2009) Multi-objective optimization of technical market indicators. In: Proceedings of the 11th annual conference on genetic and evolutionary computation. GECCO\u201909, pp 1999\u20132004"},{"key":"9347_CR10","doi-asserted-by":"crossref","unstructured":"Bodas-Sagi DJ, Soltero FJ, Hidalgo JI, Fernandez P, Fernandez F (2012) A technique for the optimization of the parameters of technical indicators with multi-objective evolutionary algorithms. In: 2012 IEEE congress on evolutionary computation (CEC), pp 1\u20138","DOI":"10.1109\/CEC.2012.6256584"},{"issue":"4","key":"9347_CR11","doi-asserted-by":"crossref","first-page":"42","DOI":"10.1109\/MCI.2008.929841","volume":"3","author":"A Brabazon","year":"2008","unstructured":"Brabazon A, Dempsey I, ONeill M (2008) An introduction to evolutionary computation in finance. IEEE Comput Intell Mag 3(4):42\u201355","journal-title":"IEEE Comput Intell Mag"},{"key":"9347_CR47","doi-asserted-by":"crossref","unstructured":"Brock W, Lakonishhock J, LeBaron B (1992) Simple technical trading rules and the stochastic of stock returns. J Finance 47(5):1731\u20131764","DOI":"10.1111\/j.1540-6261.1992.tb04681.x"},{"key":"9347_CR12","volume-title":"Efficient and accurate parallel genetic algorithms","author":"E Cant\u00fa-Paz","year":"2000","unstructured":"Cant\u00fa-Paz E (2000) Efficient and accurate parallel genetic algorithms. Kluwer Academic Publishers, Norwell"},{"key":"9347_CR14","unstructured":"Chen SH, Wang HS, Zhang BT (1999) Forecasting high-frequency financial time series with evolutionary neural trees: the case of Hang-Seng stock index strategies. In: Proceedings of IC-AI\u201999, pp 437\u2013443"},{"key":"9347_CR15","volume-title":"Evolutionary algorithms for solving multi-objective problems","author":"C Coello","year":"2007","unstructured":"Coello C, Lamont GB, Van Delhhuizen DA (2007) Evolutionary algorithms for solving multi-objective problems. Springer, Berlin"},{"key":"9347_CR48","unstructured":"Dimson E, Paul M, Mike S (2000) The millennium book: a century of investment returns. London, ABN-Amro, London Business School"},{"key":"9347_CR49","unstructured":"Fern\u00e1ndez Rodr\u00edguez F, Sosvilla Rivero S, Andrada F\u00e9lix J (1999) Technical analysis in madrid stock market. Moneda y Cr\u00e9dito 213:11\u201337"},{"key":"9347_CR18","doi-asserted-by":"crossref","unstructured":"Fern\u00e1ndez-Blanco P, Bodas-Sagi DJ, Soltero FJ, Hidalgo JI (2008) Technical market indicators optimization using evolutionary algorithms. In: Keijzer (ed) Proceedings of the genetic and evolutionary computation conference (GECCO\u20192008), pp 1851\u20131858","DOI":"10.1145\/1388969.1388989"},{"issue":"1","key":"9347_CR19","first-page":"3","volume":"28","author":"CM Fonseca","year":"1998","unstructured":"Fonseca CM, Fleming PJ (1998) Multiobjective optimization and multiple constraint handling with evolutionary algorithm-part I: unified formulation. IEEE Trans Syst Man Cybern Part A Syst Humans 28(1):3\u201318","journal-title":"IEEE Trans Syst Man Cybern Part A Syst Humans"},{"key":"9347_CR20","unstructured":"Goldberg DD (1999) The race, the hurdle, and the sweet spot: lessons from genetic algorithms for the automation of design innovation and creativity. Evol Des Comp 105\u2013118"},{"key":"9347_CR21","volume-title":"The intelligent investor","author":"B Graham","year":"2003","unstructured":"Graham B (2003) The intelligent investor. Collins Business, New York"},{"key":"9347_CR22","unstructured":"Graziano JP (2001) Statistical technical analysis. Key indicators and their application to ISR Statistic Technical Analysis. Investigaci\u00f3n y Desarrollo. Bolsa de Comercio de Rosario (in Spanish)"},{"issue":"4","key":"9347_CR23","doi-asserted-by":"crossref","first-page":"42","DOI":"10.3905\/JOI.2009.18.4.042","volume":"18","author":"RB Gregory-Allen","year":"2009","unstructured":"Gregory-Allen RB, Shawky HA, Stangl J (2009) Quantitative vs. fundamental analysis in institutional money management: where\u2019s the beef? J Investing 18(4):42\u201352","journal-title":"J Investing"},{"key":"9347_CR24","first-page":"407","volume-title":"Developing an evolutionary neural network model for stock index forecasting","author":"E Hadavandi","year":"2010","unstructured":"Hadavandi E, Ghanbari A, Abbasian-Nagneh S (2010) Developing an evolutionary neural network model for stock index forecasting. Springer, Berlin, pp 407\u2013415"},{"key":"9347_CR26","doi-asserted-by":"crossref","unstructured":"Hassan R, Nath B (2005) Stock market forecasting using hidden markov model: a new approach. In: Proceedings of the 2005 5th international conference on intelligent systems design and applications (ISDA\u201905). IEEE Computer Society, pp 192\u2013196","DOI":"10.1109\/ISDA.2005.85"},{"key":"9347_CR27","doi-asserted-by":"crossref","unstructured":"Hidalgo JI, Prieto M, Lanchares J, Tirado F, de Andr\u00e9s B, Esteban S., Rivera D (1999) A method for model parameter identification using parallel genetic algorithms. Recent advances in parallel virtual machine and message passing interface. Lecture Notes in Computer Science 1697. Springer, Barcelona (Spain), pp 291\u2013298","DOI":"10.1007\/3-540-48158-3_36"},{"key":"9347_CR28","doi-asserted-by":"crossref","first-page":"359","DOI":"10.1007\/978-3-7908-1784-3_19","volume-title":"Evolutionary computation in economics and finance. II","author":"M Kaboudan","year":"2002","unstructured":"Kaboudan M (2002) GP forecasts of stock prices for profitable trading. In: Chen S (ed) Evolutionary computation in economics and finance. II. Physica, Heidelberg, pp 359\u2013382"},{"key":"9347_CR29","doi-asserted-by":"crossref","unstructured":"Keber C (2002) Evolutionary computation in option pricing: determining implied volatilities based on American put options. In: Evolutionary computation in economics and finance.Physica, Heidelberg, pp 399\u2013415","DOI":"10.1007\/978-3-7908-1784-3_21"},{"key":"9347_CR30","unstructured":"Kirkpatrick C, Dahlquist J (2010) Technical analysis: the complete resource for financial market technicians. Financial Times Press"},{"key":"9347_CR31","unstructured":"Li R-J, Xiong Z-B (2005) Forecasting stock market with fuzzy neural networks. In: Proceedings of the fourth international conference on machine learning and cybernetics, vol 6, pp 3475\u20133479"},{"issue":"3","key":"9347_CR32","doi-asserted-by":"crossref","first-page":"431","DOI":"10.1093\/rfs\/3.3.431","volume":"3","author":"A Lo","year":"1990","unstructured":"Lo A, MacKinley Y (1990) Data snooping biases in test of financial asset pricing models. Rev Financ Stud 3(3):431\u2013467","journal-title":"Rev Financ Stud"},{"key":"9347_CR33","unstructured":"Lohpetch D, Corne D (2011) Multi-objective algorithms for financial trading: multi-objective out-trades single-objective. IEEE Congr Evol Comput 2011:192\u2013199"},{"key":"9347_CR34","volume-title":"An introduction to ecophysics. Correlations and Complexity in Finance","author":"RN Mantegna","year":"2000","unstructured":"Mantegna RN, Stanley HE (2000) An introduction to ecophysics. Correlations and Complexity in Finance. Cambridge University Press, Cambridge"},{"key":"9347_CR50","unstructured":"Mills T (1996) Technical analysis and the london stock exchange: testing trading rules using the FT30. Economic Research Paper 96\/1, Department of Economics, Loughborough of Technology"},{"key":"9347_CR35","volume-title":"Technical analysis of financial markets","author":"JJ Murphy","year":"1999","unstructured":"Murphy JJ (1999) Technical analysis of financial markets. Prentice Hall Press, Upper Saddle River"},{"issue":"8","key":"9347_CR36","doi-asserted-by":"crossref","first-page":"1183","DOI":"10.1016\/S0167-8191(97)00045-8","volume":"23","author":"M Oussaid\u00e8ne","year":"1997","unstructured":"Oussaid\u00e8ne M, Chopard B, Pictet OV, Tomassini M (1997) Pararel Genetic Programming and its application to trading model induction. Parallel Comput 23(8):1183\u20131198","journal-title":"Parallel Comput"},{"key":"9347_CR37","first-page":"251","volume":"43","author":"A Parisi","year":"2006","unstructured":"Parisi A, Parisi F, D\u00edaz D (2006) Models of genetic algorithms and neural networks in the prediction of Asian stock market indexes. Cuadernos de Econom\u00eda 43:251\u2013284","journal-title":"Cuadernos de Econom\u00eda"},{"key":"9347_CR38","volume-title":"Time serie analysis","author":"D Pe\u00f1a","year":"2005","unstructured":"Pe\u00f1a D (2005) Time serie analysis. Alianza, Madrid"},{"key":"9347_CR39","first-page":"273","volume-title":"Forecasting ability but no profitability: an empirical evaluation of genetic algorithm-optimized technical trading rules. Evolutionary computation in economics and finance","author":"R Pereira","year":"2002","unstructured":"Pereira R (2002) Forecasting ability but no profitability: an empirical evaluation of genetic algorithm-optimized technical trading rules. Evolutionary computation in economics and finance. Physica, Heidelberg, pp 273\u2013286"},{"key":"9347_CR40","volume-title":"Technical analysis explained: the successful investor\u2019s guide to spotting investment trends and turning points","author":"M Pring","year":"1991","unstructured":"Pring M (1991) Technical analysis explained: the successful investor\u2019s guide to spotting investment trends and turning points. MacGraw-Hill, New York"},{"key":"9347_CR41","doi-asserted-by":"crossref","unstructured":"Santini M, Tettamanzi A (2001) Genetic programming for financial time series prediction. In: Genetic programming, Proceedings of EuroGP\u20192001, LNCS 2038. Springer, Berlin, pp 361\u2013370","DOI":"10.1007\/3-540-45355-5_29"},{"key":"9347_CR42","doi-asserted-by":"crossref","unstructured":"Sitte R, Sitte J (2005) Neural network systems technology in the analysis if financial time series. Intelligent Knowledge-Based Systems. Springer, pp 1564\u20131615","DOI":"10.1007\/978-1-4020-7829-3_43"},{"key":"9347_CR43","unstructured":"Walpole Ronald E, Raymond H, Myers Sharon L (1998) Probability and statistics for engineers. Prentice-Hall Hispanoamericana, S.A. M\u00e9xico"},{"key":"9347_CR44","doi-asserted-by":"crossref","unstructured":"Yan W, Clack CD (2007) Evolving robust GP solutions for hedge fund stock selection in emerging markets. In: GECCO \u201807: Proceedings of the 9th annual conference on genetic and evolutionary computation. London, England. ACM Press, pp 2234\u20132241","DOI":"10.1145\/1276958.1277384"},{"issue":"2","key":"9347_CR45","doi-asserted-by":"crossref","first-page":"213","DOI":"10.1162\/evco.1997.5.2.213","volume":"5","author":"B Zhang","year":"1997","unstructured":"Zhang B, Ohm P, M\u00fchlenbein H (1997) Evolutionary induction of sparse neural trees. Evol Comput 5(2):213\u2013236","journal-title":"Evol Comput"}],"container-title":["Natural Computing"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11047-012-9347-4.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11047-012-9347-4\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11047-012-9347-4","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,7,4]],"date-time":"2019-07-04T08:22:51Z","timestamp":1562228571000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11047-012-9347-4"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2012,9,28]]},"references-count":44,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2013,6]]}},"alternative-id":["9347"],"URL":"https:\/\/doi.org\/10.1007\/s11047-012-9347-4","relation":{},"ISSN":["1567-7818","1572-9796"],"issn-type":[{"value":"1567-7818","type":"print"},{"value":"1572-9796","type":"electronic"}],"subject":[],"published":{"date-parts":[[2012,9,28]]}}}