{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,17]],"date-time":"2025-10-17T13:35:51Z","timestamp":1760708151421,"version":"3.28.0"},"reference-count":24,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2009]]},"DOI":"10.1109\/nabic.2009.5393324","type":"proceedings-article","created":{"date-parts":[[2010,1,26]],"date-time":"2010-01-26T12:36:43Z","timestamp":1264509403000},"page":"439-444","source":"Crossref","is-referenced-by-count":16,"title":["Discovering effective technical trading rules with genetic programming: towards robustly outperforming buy-and-hold"],"prefix":"10.1109","author":[{"family":"Dome Lohpetch","sequence":"first","affiliation":[]},{"family":"David Corne","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"ref10","doi-asserted-by":"crossref","first-page":"1159","DOI":"10.1109\/ICONIP.2002.1202803","article-title":"GP-Based Optimisation of Technical Trading Indicators and Profitability in FX Market","volume":"3","author":"cheng","year":"2002","journal-title":"Proc 9th Int Conf on Neural Information Processing (ICONIP '02)"},{"journal-title":"Successful Technical Trading Agents Using Genetic Programming SANDIA Report SAND2004-4774","year":"2004","author":"farnsworth","key":"ref11"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1016\/S0305-0548(03)00063-7"},{"journal-title":"Technical Analysis Explained","year":"1980","author":"pring","key":"ref13"},{"journal-title":"Cybernetic Trading Strategies","year":"1997","author":"ruggiero","key":"ref14"},{"journal-title":"Technical analysis of the financial markets","year":"1999","author":"murphy","key":"ref15"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1111\/0022-1082.00265"},{"key":"ref17","article-title":"Technical Analysis versus Market Efficiency: A Genetic Programming Approach","author":"marney","year":"2000","journal-title":"Computing in Economics and Finance"},{"journal-title":"Risk-adjusted ex ante optimal technical trading rules in equity markets Working Papers 99-015D","year":"2001","author":"neely","key":"ref18"},{"journal-title":"Comprehensibility and Overfitting Avoidance in Genetic Programming for Technical Trading Rules Worcester Polytechnic Institute Computer Science Technical Report WPI-CS-TR-03-09","year":"2003","author":"becker","key":"ref19"},{"journal-title":"Genetic Programming - An Introduction On the Automatic Evolution of Computer Programs and its Applications","year":"1998","author":"banzhaf","key":"ref4"},{"key":"ref3","first-page":"89","article-title":"Genetic Programming's Continued Evolution","volume":"2","author":"angeline","year":"1996","journal-title":"Advances in Genetic Programming"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1080\/096031099332447"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1016\/S0165-1889(97)82991-0"},{"key":"ref8","article-title":"Risk Adjusted Returns to Technical Trading Rules: A Genetic Programming Approach","author":"marney","year":"2001","journal-title":"Computing in Economics and Finance"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-405X(98)00052-X"},{"journal-title":"Genetic Programming On the Programming of Computers by Means of Natural Selection","year":"1992","author":"koza","key":"ref2"},{"journal-title":"Biologically Inspired Algorithms for Financial Modelling (Natural Computing Series)","year":"2005","author":"brabazon","key":"ref1"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4615-0835-9"},{"journal-title":"Cooperative Coevolution of Technical Trading Rules Worcester Polytechnic Institute Computer Science Technical Report WPI-CS-TR-03-15","year":"2003","author":"becker","key":"ref20"},{"journal-title":"Successful Technical Trading Agents Using Genetic Programming SANDIA Report SAND2004-4774","year":"2004","author":"farnsworth","key":"ref22"},{"key":"ref21","article-title":"GP-evolved technical trading rules can outperform buy and hold","author":"becker","year":"2003","journal-title":"Proc 6th Int'l Conf on Computational Intelligence and Natural Computing"},{"key":"ref24","doi-asserted-by":"crossref","first-page":"1073","DOI":"10.1080\/09603100500306709","article-title":"Risk Adjusted Returns from Technical Trading: A Genetic Programming Approach","volume":"15","author":"marney","year":"2005","journal-title":"Applied Financial Economics"},{"key":"ref23","doi-asserted-by":"crossref","first-page":"119","DOI":"10.1086\/294846","article-title":"Mutual Fund Performance","volume":"39","author":"sharpe","year":"1966","journal-title":"Journal of Business"}],"event":{"name":"2009 World Congress on Nature & Biologically Inspired Computing (NaBIC)","start":{"date-parts":[[2009,12,9]]},"location":"Coimbatore, India","end":{"date-parts":[[2009,12,11]]}},"container-title":["2009 World Congress on Nature & Biologically Inspired Computing (NaBIC)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/5377996\/5393306\/05393324.pdf?arnumber=5393324","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,19]],"date-time":"2017-06-19T00:06:27Z","timestamp":1497830787000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/5393324\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009]]},"references-count":24,"URL":"https:\/\/doi.org\/10.1109\/nabic.2009.5393324","relation":{},"subject":[],"published":{"date-parts":[[2009]]}}}