Bridging the gap between nonlinearity tests and the efficient market hypothesis by genetic programming.
Shu-Heng ChenChia-Hsuan YehPublished in: CIFEr (1996)
Keyphrases
- genetic programming
- symbolic regression
- fitness function
- evolutionary computation
- gene expression programming
- evolutionary algorithm
- financial forecasting
- classification rules
- hyper heuristics
- test cases
- grammatical evolution
- grammar guided genetic programming
- information systems
- multiple choice
- open source
- fuzzy logic
- multi objective
- video sequences
- data structure
- knowledge base