Enhance Emerging Market Stock Selection
Created by W.Langdon from
gp-bibliography.bib Revision:1.8098
- @InCollection{zhou:2003:GPTP,
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author = "Anjun Zhou",
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title = "Enhance Emerging Market Stock Selection",
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booktitle = "Genetic Programming Theory and Practice",
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publisher = "Kluwer",
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year = "2003",
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editor = "Rick L. Riolo and Bill Worzel",
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chapter = "18",
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pages = "291--302",
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keywords = "genetic algorithms, genetic programming, emerging
market, stock selection",
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ISBN = "1-4020-7581-2",
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URL = "http://www.springer.com/computer/ai/book/978-1-4020-7581-0",
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DOI = "doi:10.1007/978-1-4419-8983-3_18",
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abstract = "Emerging stock markets provide substantial
opportunities for investors. The existing literature
shows inconsistency in factor selection and model
development in this area. This research exploits a
cutting edge quantitative technique - genetic
programming, to greatly enhance factor selection and
explore nonlinear factor combination. The model
developed using the genetic programming process is
proven to be powerful, intuitive, robust and
consistent.",
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notes = "Advanced Research Center, State Street Global
Advisors, Boston Part of \cite{RioloWorzel:2003}",
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size = "12 pages",
- }
Genetic Programming entries for
Anjun Zhou
Citations