Statistical Arbitrage with Genetic Programming

DOI10.1007/978-3-540-95974-8_2zbMath1160.91303OpenAlexW2136024904MaRDI QIDQ3627044

Philip Saks, Dietmar G. Maringer

Publication date: 14 May 2009

Published in: Natural Computing in Computational Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-95974-8_2

Mathematics Subject Classification ID

Economic time series analysis (91B84) Learning and adaptive systems in artificial intelligence (68T05) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Cites Work

• The Stationary Bootstrap
• The elements of statistical learning. Data mining, inference, and prediction
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