Using genetic algorithms to find technical trading rules
Article Abstract:
Technical trading rules derived using a genetic algorithm were no different from simple buy-and-hold strategy when transaction costs were subtracted from the returns. Nonetheless, the study confirmed the utility of genetic algorithm in financial economics. Also, the genetic algorithm that was used was relatively simple and used parameters that were not necessarily optimal. The algorithm also used extremely limited information for its inputs.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 1999
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Debt and the terms of employment
Article Abstract:
The relationship between debt and employment reductions only becomes essential when debt levels rise. A sample taken from Compustat companies revealed that firms only engage in forced employment reductions whenever their debt levels become high. The sample also revealed that the impact of debt on employment is not significantly influenced by controls for growth opportunities.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 1998
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