Predicting Exchange Rate Volatility: Genetic Programming vs. GARCH and RiskMetrics

Created by W.Langdon from gp-bibliography.bib Revision:1.8129

@Article{neely:2002:perv,

• author = "Christopher J. Neely and Paul A. Weller",
• title = "Predicting Exchange Rate Volatility: Genetic Programming vs. {GARCH} and {RiskMetrics}",
• journal = "Federal Reserve Bank of St. Louis Review",
• year = "2002",
• volume = "84",
• number = "3",
• pages = "43--54",
• month = may # "/" # jun,
• keywords = "genetic algorithms, genetic programming",
• URL = "http://research.stlouisfed.org/publications/review/02/05/43-54NeelyWeller.pdf",
• size = "12 pages",
• notes = "reprinted in \cite{neely:2002:GAGPCF}

  http://research.stlouisfed.org/publications/review/",

}

Genetic Programming entries for Christopher J Neely Paul A Weller

Citations