Forecasting stock market return with nonlinearity: a genetic programming approach

Author:

Ding Shusheng,Cui Tianxiang,Xiong Xihan,Bai Ruibin

Publisher

Springer Science and Business Media LLC

Subject

General Computer Science

Reference62 articles.

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2. Ang A, Bekaert G (2006) Stock return predictability: is it there? Rev Financ Stud 20(3):651–707

3. Avdoulas C, Bekiros S, Boubaker S (2018) Evolutionary-based return forecasting with nonlinear star models: evidence from the eurozone peripheral stock markets. Ann Oper Res 262(2):307–333. https://doi.org/10.1007/s10479-015-2078-z

4. Aydogan K, Gursoy G (2000) P/e and price-to-book ratios as predictors of stock returns in emerging equity markets. Emerg Mark Q 4(4):60–67

5. Banzhaf W, Francone FD, Keller RE, Nordin P (1998) Genetic programming: an introduction: on the automatic evolution of computer programs and its applications. Morgan Kaufmann Publishers Inc., San Francisco, CA, USA

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