مرکز منطقه ای اطلاع رساني علوم و فناوري - Toward a computable approach to the efficient market hypothesis: An application of genetic programming

Title of article :

Toward a computable approach to the efficient market hypothesis: An application of genetic programming

Author/Authors :

Shu-Heng Chen، نويسنده , , Chia-Hsuan Yeh، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

1043

To page :

1063

Keywords :

Genetic programming , Evolutionary computation , Minimum description lengthprinciple , Mean absolute percentage error , Efficient market hypothesis

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

1997

Journal title :

Journal of Economic Dynamics and Control

Record number :

237461

Link To Document :