Forecasting ability but no profitability : an empirical evaluation of genetic algorithm-optimised technical trading rules
Year of publication: |
2002
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Authors: | Pereira, Robert |
Published in: |
Evolutionary computation in economics and finance : with 66 tables. - Heidelberg : Physica-Verl., ISBN 3-7908-1476-8. - 2002, p. 287-310
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Subject: | Genetische Algorithmen | Finanzanalyse | Financial analysis | Kapitaleinkommen | Capital income | Mathematische Optimierung | Mathematical programming | Prognoseverfahren | Forecasting model | Heuristik | Heuristics | Theorie | Theory | Australien | Australia | 1990-1997 |
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