Author:
Chen Shu-Heng,Navet Nicolas
Publisher
Springer Berlin Heidelberg
Reference21 articles.
1. Allen F, Karjalainen R (1999) Using genetic algorithms to find technical trading rules. Journal of Financial Economics 51:245–271
2. Boffetta G, Cencini M, Falcioni M, Vulpiani A (2002) Predictability: A way to characterize complexity. Physics Reports 356:367
3. Chen SH, Kuo TW (2003) Overfitting or poor learning: a critique of current financial applications of GP. In: Ryan C, Soule T, Keijzer M, Tsang E, Poli R, Costa E (eds) Proceedings of the sixth European conference on genetic programming. Springer-Verlag:34–46
4. Chen SH, Kuo TW, Hoi KM (2007) Genetic programming and financial trading: how much about “what we know”? In: Zopounidis C, Doumpos M, Pardalos PM (eds) Handbook of financial engineering. Springer. Forthcoming.
5. Danilov D, Magnus J (2004) Forecast accuracy after pretesting with an application to the stock market. Journal of Forecasting 23:251–274
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献