Pages that link to "Item:Q1391665"
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The following pages link to Toward a computable approach to the efficient market hypothesis: An application of genetic programming (Q1391665):
Displaying 9 items.
- A behavioral asset pricing model with a time-varying second moment (Q943159) (← links)
- Power-law behaviour, heterogeneity, and trend chasing (Q1027425) (← links)
- Using a stochastic complexity measure to check the efficient market hypothesis (Q1417071) (← links)
- Generating trading rules on the stock markets with genetic programming. (Q1427113) (← links)
- Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market (Q1583448) (← links)
- The rise of the machines in commodities markets: new evidence obtained using strongly typed genetic programming (Q1703560) (← links)
- Patterns in stock market movements tested as random number generators (Q2253632) (← links)
- Heterogeneity, convergence, and autocorrelations (Q3518388) (← links)
- CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE (Q5711092) (← links)