Toward a computable approach to the efficient market hypothesis: An application of genetic programming

DOI10.1016/S0165-1889(97)82991-0zbMath0901.90057OpenAlexW2022092862MaRDI QIDQ1391665

Chia-Hsuan Yeh, Shu-Heng Chen

Publication date: 22 July 1998

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(97)82991-0

zbMATH Keywords

evolutionary computationgenetic programmingefficient market hypothesisminimum description length principlemean absolute percentage error

Mathematics Subject Classification ID

Economic time series analysis (91B84) Learning and adaptive systems in artificial intelligence (68T05)

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Cites Work

• A universal prior for integers and estimation by minimum description length
• The Claude Bernard Lecture, 1989 - Deterministic chaos: the science and the fiction
• A test for independence based on the correlation dimension
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