New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming
Year of publication: |
2014
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Authors: | Manahov, Viktor ; Hudson, Robert ; Linsley, Philip |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 33.2014, p. 299-316
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Subject: | Forecasting and simulation | Small Stocks | Agent-based modelling | Artificial stock market | Genetic programming | Capital asset pricing model | Efficiency | Börsenkurs | Share price | Aktienmarkt | Stock market | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling | Simulation | CAPM | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
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