Can investors benefit from using trading rules evolved by genetic programming? : a test of the adaptive efficiency of US stock markets with margin trading allowed
Stan Miles and Barry Smith
| Year of publication: |
2011
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|---|---|
| Authors: | Miles, Stan ; Smith, Barry J. |
| Published in: |
Computational methods in economic dynamics : [selected papers presented at the 14th International Conference on Computing in Economics and Finance (CEF 2008)]. - Heidelberg [u.a.] : Springer, ISBN 978-3-642-16942-7. - 2011, p. 77-108
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| Subject: | Wertpapierhandel | Securities trading | Strategie | Strategy | Evolutionärer Algorithmus | Evolutionary algorithm | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | USA | United States | 1985-2005 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009268731