New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming
Viktor Manahov; Robert Hudson; Philip Linsley
| Year of publication: |
2014
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|---|---|
| Authors: | Manahov, Viktor ; Hudson, Robert ; Linsley, Philip |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 33.2014, p. 299-316
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| Subject: | Forecasting and simulation | Small Stocks | Agent-based modelling | Artificial stock market | Genetic programming | Capital asset pricing model | Efficiency | Aktienmarkt | Stock market | Börsenkurs | Share price | Simulation | Agentenbasierte Modellierung | Agent-based modeling | Theorie | Theory | CAPM | Mathematische Optimierung | Mathematical programming | Evolutionärer Algorithmus | Evolutionary algorithm |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011299824