The DOI matches its Crossref record; 38 of the 38 references it cites were found in a registry or an index.
Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules
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Citations
Cites
Generalized autoregressive conditional heteroskedasticity
Bollerslev, T. (1986) · Journal of Econometrics · doi:10.1016/0304-4076(86)90063-1 · Cited by 22,254
Multilayer feedforward networks are universal approximators
Hornik, K., Stinchcombe, M., & White, H. (1989) · Neural Networks · doi:10.1016/0893-6080(89)90020-8 · Cited by 21,728
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
Approximation by superpositions of a sigmoidal function
Cybenko, G. (1989) · Mathematics of Control, Signals, and Systems · doi:10.1007/bf02551274 · Cited by 13,883
Multilayer feedforward networks are universal approximators
HornikK., StinchcombeM., & WhiteH. (1989) · Neural Networks · doi:10.5555/70405.70408 · Cited by 9,081
Diebold, F. X., & Mariano, R. S. (1995) · Journal of Business & Economic Statistics · doi:10.1080/07350015.1995.10524599 · Cited by 5,130
On the approximate realization of continuous mappings by neural networks
Funahashi, K.-I. (1989) · Neural Networks · doi:10.1016/0893-6080(89)90003-8 · Cited by 4,206
Empirical exchange rate models of the seventies
Meese, R. A., & Rogoff, K. (1983) · Journal of International Economics · doi:10.1016/0022-1996(83)90017-x · Cited by 4,107
Applied Nonparametric Regression
Härdle, W. (1990) · Cambridge University Press eBooks · doi:10.1017/ccol0521382483 · Cited by 2,457
Diebold, F. X., & Mariano, R. S. (1995) · Journal of Business and Economic Statistics · doi:10.2307/1392185 · Cited by 2,340
Cited by
Predicting the direction of stock market prices using random forest
Khaidem, L., Saha, S., & Dey, S. R. (2016) · arXiv · doi:10.48550/arxiv.1605.00003 · Cited by 227
Technical trading: is it still beating the foreign exchange market?
Hsu, P.-H., Taylor, M. P., & Wang, Z. (2016) · Journal of International Economics · doi:10.1016/j.jinteco.2016.03.012 · Cited by 113
Technical trading and cryptocurrencies
Hudson, R., & Urquhart, A. (2021) · Annals of Operations Research · doi:10.1007/s10479-019-03357-1 · Cited by 90
“Since the foreign exchange market is where technical analysis is particularly widely used, studies have been plentiful and long indicated profit opportunities (for instance Poole 1967; Sweeney 1986; Levich andThomas 1993;Neely et al. 1997;Gencay 1999; Qi and Wu 2006).”
BackgroundThe Obstinate Passion of Foreign Exchange Professionals: Technical Analysis
Menkhoff, L., & Taylor, M. P. (2007) · Journal of Economic Literature · doi:10.1257/jel.45.4.936 · Cited by 78
“…based on head and shoulders patterns (Chang and Osler, 1999; Lucke, 2003), candlestick formations (Fiess and MacDonald, 2002), neural networks (Gencay, 1999), genetic programming (Neely, Weller and Dittmar, 1997; Neely and Weller, 1999, 2001), Markov switching models (Marsh, 2000; Dueker and…”
BackgroundInvestment information content in Bollinger Bands?
Lento, C., Gradojevic, N., & Wright, C. S. (2007) · Applied Financial Economics Letters · doi:10.1080/17446540701206576 · Cited by 73
Metadata
- Authors
- Gençay, R.
- Venue
- Journal of International Economics
- Publisher
- Elsevier BV
- Published
- 1999-02
- Volume
- 47
- Issue
- 1
- Pages
- 91-107
- ISSN
- 0022-1996 (ISSN-L)
- OpenAlex
- W2110374348
- Cited by
- 305
- References
- 38
- FWCI
- 12.32
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules. https://app.cochat.ai/papers/10.1016/s0022-1996(98)00017-8
- The paper
- Gençay, R. (1999). Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules. Journal of International Economics. https://doi.org/10.1016/s0022-1996(98)00017-8
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
