Genetic Programming in Computable Financial Economics

Created by W.Langdon from gp-bibliography.bib Revision:1.7630

@InProceedings{chen:1996:GPcfe,

• author = "Shu-Heng Chen and Chia-Hsuan Yeh",
• title = "Genetic Programming in Computable Financial Economics",
• booktitle = "Proceedings of the ISCA 11th Conference: Computers and Their Applications",
• year = "1996",
• pages = "135--138",
• address = "San Francisco, California, U.S.A.",
• month = mar # " 7-9",
• publisher = "ISCA Press",
• keywords = "genetic algorithms, genetic programming",
• ISBN = "1-880843-15-3",
• URL = "ftp://econo.nccu.edu.tw/AI-ECON/YEH/1996/ISCA96/isca96.ps",
• URL = "http://citeseer.ist.psu.edu/cache/papers/cs/15814/ftp:zSzzSzecono.nccu.edu.twzSzAI-ECONzSzYEHzSz1996zSzISCA96zSzisca96.pdf/genetic-programming-in-computable.pdf",
• URL = "http://citeseer.ist.psu.edu/324902.html",
• size = "5 pages",
• abstract = "From a computation-theoretic standpoint, this paper formalises the notion of unpredictability in the efficient market hypothesis (EMH) by a biological-based search program, i.e., genetic programming (GP). This formalisation differs from the traditional notion based on probabilistic independence in its treatment of search. Compared with the traditional notion, a GP-based search provided an explicit and efficient search program upon which an objective measure for predictability can be formalized...",

}

Genetic Programming entries for Shu-Heng Chen Chia Hsuan Yeh

Citations