Toward a computable approach to the efficient market hypothesis : an application of genetic programming
Year of publication: |
1997
|
---|---|
Authors: | Chen, Shu-Heng |
Other Persons: | Yeh, Chia-hsuan (contributor) |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 21.1997, 6, p. 1043-1063
|
Subject: | Mathematische Optimierung | Mathematical programming | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory |
-
Qu, Hui, (2014)
-
DEA-risk efficiency and stochastic dominance efficiency of stock indices
Branda, Martin, (2012)
-
Testing the adaptive efficiency of US stock markets : a genetic programming approach
Miles, Stan, (2010)
- More ...
-
Chen, Shu-Heng, (1999)
-
Yeh, Chia-Hsuan, (2001)
-
Chen, Shu-Heng, (2002)
- More ...