Toward a Computable Approach to the Efficient Market Hypothesis: An Application of Genetic Programming   [EMH] [GP]

by

Chen, S.-H. and Yeh, C.-H.

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Info: Journal of Economic Dynamics and Control (Journal), 1996, p. 1043-1063
Keywords:genetic algorithms, genetic programming
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BibTex:
@Article{chen:1996:caemh,
  author =       "Shu-Heng Chen and Chia-Hsuan Yeh",
  title =        "Toward a Computable Approach to the Efficient Market
                 Hypothesis: An Application of Genetic Programming",
  journal =      "Journal of Economic Dynamics and Control",
  year =         "1996",
  volume =       "21",
  pages =        "1043--1063",
  keywords =     "genetic algorithms, genetic programming",
}