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An Analysis of the Performance of Genetic Programming for Realised Volatility Forecasting.

Zheng YinConall O'SullivanAnthony Brabazon
Published in: J. Artif. Intell. Soft Comput. Res. (2016)
Keyphrases
  • genetic programming
  • statistical analysis
  • financial forecasting
  • data sets
  • databases
  • fitness function
  • genetic algorithm
  • regression model