Enhance Emerging Market Stock Selection

Created by W.Langdon from gp-bibliography.bib Revision:1.7615

@InCollection{zhou:2003:GPTP,

• author = "Anjun Zhou",
• title = "Enhance Emerging Market Stock Selection",
• booktitle = "Genetic Programming Theory and Practice",
• publisher = "Kluwer",
• year = "2003",
• editor = "Rick L. Riolo and Bill Worzel",
• chapter = "18",
• pages = "291--302",
• keywords = "genetic algorithms, genetic programming, emerging market, stock selection",
• ISBN = "1-4020-7581-2",
• URL = "http://www.springer.com/computer/ai/book/978-1-4020-7581-0",
• DOI = "doi:10.1007/978-1-4419-8983-3_18",
• 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.",
• notes = "Advanced Research Center, State Street Global Advisors, Boston Part of \cite{RioloWorzel:2003}",
• size = "12 pages",

}

Genetic Programming entries for Anjun Zhou

Citations