Genetic algorithms for parameter estimation in modelling of index returns
Year of publication: |
2018
|
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Authors: | Franco, Manuel ; Vivo, Juana-María |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 24.2018, 13, p. 1088-1099
|
Subject: | financial market index | SMI returns | genetic algorithms | distribution models | goodness-of-fit | Evolutionärer Algorithmus | Evolutionary algorithm | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Schätztheorie | Estimation theory | Mathematische Optimierung | Mathematical programming |
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