CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE

DOI10.1142/S1793005705000251zbMath1111.91032OpenAlexW2125287803MaRDI QIDQ5711092

Edward P. K. Tsang, Hakan Er, Sheri Markose

Publication date: 9 December 2005

Published in: New Mathematics and Natural Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s1793005705000251

zbMATH Keywords

chance discoveryEDDIE-ARBstock index futures and options arbitrage

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Uses Software

• EDDIE

Cites Work

• Parallel genetic programming and its application to trading model induction
• Toward a computable approach to the efficient market hypothesis: An application of genetic programming
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