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Arbitrage
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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]
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Using Kalman-filtered radial basis function networks for index arbitrage in the financial markets
Edelman, David
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Natural computing in computational finance ; [the …
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(pp. 187-195)
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2008
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