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Genetic Programming and Financial Trading: How Much About "What We Know"

In: Handbook of Financial Engineering

Author

Listed:
  • Shu-Heng Chen

    (Department of Economics, National Chengchi University)

  • Tzu-Wen Kuo

    (Aletheia University)

  • Kong-Mui Hoi

    (Department of Economics, National Chengchi University)

Abstract

No abstract is available for this item.

Suggested Citation

  • Shu-Heng Chen & Tzu-Wen Kuo & Kong-Mui Hoi, 2008. "Genetic Programming and Financial Trading: How Much About "What We Know"," Springer Optimization and Its Applications, in: Constantin Zopounidis & Michael Doumpos & Panos M. Pardalos (ed.), Handbook of Financial Engineering, pages 99-154, Springer.
    • Handle: RePEc:spr:spochp:978-0-387-76682-9_5
    DOI: 10.1007/978-0-387-76682-9_5
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    Citations

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    Cited by:

    1. Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Empirical modelling of survey-based expectations for the design of economic indicators in five European regions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(2), pages 205-227, May.
    2. Sorić, Petar & Lolić, Ivana & Claveria, Oscar & Monte, Enric & Torra, Salvador, 2019. "Unemployment expectations: A socio-demographic analysis of the effect of news," Labour Economics, Elsevier, vol. 60(C), pages 64-74.
    3. Oscar Claveria & Enric Monte & Salvador Torra, 2017. "A new approach for the quantification of qualitative measures of economic expectations," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(6), pages 2685-2706, November.

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