An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange
| Year of publication: |
2002-07-01
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| Authors: | NUÑEZ, Laura |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | genetic algorithms | financial markets | trading systems | technical analysis |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 29 |
| Classification: | C49 - Econometric and Statistical Methods: Special Topics. Other ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; G14 - Information and Market Efficiency; Event Studies |
| Source: |
Persistent link: https://www.econbiz.de/10005706619