Predicting EU Energy Industry Excess Returns on EU Market Index via a Constrained Genetic Algorithm
| Year of publication: |
2009
|
|---|---|
| Authors: | Kaucic, Massimiliano |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 34.2009, 2, p. 173-193
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Genetic algorithm | Penalty function method | Model selection | Excess return | Information criteria |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004976808