On predictability and profitability : would GP induced trading rules be sensitive to the observed entropy of time series?
Nicolas Navet and Shu-Heng Chen
| Year of publication: |
2008
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| Authors: | Navet, Nicolas ; Chen, Shu-Heng |
| Published in: |
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]. - Berlin [u.a.] : Springer, ISBN 978-3-540-77476-1. - 2008, p. 197-210
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| Subject: | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Entropie | Entropy | Wertpapierhandel | Securities trading | Evolutionärer Algorithmus | Evolutionary algorithm | Theorie | Theory | USA | United States | 2000-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009515168