- author = "Ghada Hassan",
- title = "Non-linear factor model for asset selection using multi objective genetic programming",
- year = "2008",
- editor = "Marc Ebner and Mike Cattolico and Jano {van Hemert} and Steven Gustafson and Laurence D. Merkle and Frank W. Moore and Clare Bates Congdon and Christopher D. Clack and Frank W. Moore and William Rand and Sevan G. Ficici and Rick Riolo and Jaume Bacardit and Ester Bernado-Mansilla and Martin V. Butz and Stephen L. Smith and Stefano Cagnoni and Mark Hauschild and Martin Pelikan and Kumara Sastry",
- isbn13 = "978-1-60558-131-6",
- booktitle = "GECCO-2008 Workshop: Advanced Research Challenges in Financial Evolutionary Computing (ARC-FEC)",
- pages = "1859--1862",
- address = "Atlanta, GA, USA",
-
URL = "
http://gpbib.cs.ucl.ac.uk/gecco2008/docs/p1859.pdf",
-
DOI = "
doi:10.1145/1388969.1388990",
- publisher = "ACM",
- publisher_address = "New York, NY, USA",
- month = "12-16 " # jul,
- keywords = "genetic algorithms, genetic programming, Factor models, finance, multiobjective optimisation, portfolio optimisation",
-
notes = "Distributed on CD-ROM at GECCO-2008
ACM Order Number 910081. Also known as \cite{1388990}",
