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Investigating the effect of different GP algorithms on the non-stationary behavior of financial markets.

Michael KampouridisShu-Heng ChenEdward P. K. Tsang
Published in: CIFEr (2011)
Keyphrases
  • non stationary
  • adaptive algorithms
  • financial markets
  • genetic programming
  • stock price
  • data mining
  • change point detection
  • portfolio theory
  • decision making
  • long term