Using Genetic Programming to Model Volatility in Financial Time Series: The Case of Nikkei 225 and S\&P 500   [GP] [FTS] [TS]

by

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

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Info: Proceedings of the 4th JAFEE International Conference on Investments and Derivatives (JIC'97) (Conference proceedings), 1997, p. 288-306
Keywords:genetic algorithms, genetic programming
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BibTex:
@InProceedings{chen:1997:GPmvfts:NS+P,
  author =       "Shu-Heng Chen and Chia-Hsuan Yeh",
  title =        "Using Genetic Programming to Model Volatility in
                 Financial Time Series: The Case of Nikkei 225 and
                 {S}\&{P} 500",
  booktitle =    "Proceedings of the 4th JAFEE International Conference
                 on Investments and Derivatives (JIC'97)",
  year =         "1997",
  pages =        "288--306",
  address =      "Aoyoma Gakuin University, Tokyo, Japan",
  month =        jul # " 29-31",
  keywords =     "genetic algorithms, genetic programming",
}