Using genetic algorithms to find technical trading rules : a comment on risk adjustment
Christopher Neely
| Year of publication: |
1999
|
|---|---|
| Authors: | Neely, Christopher J. |
| Publisher: |
St. Louis, MO : Federal Reserve Bank of St. Louis |
| Subject: | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Evolutionärer Algorithmus | Evolutionary algorithm | Risiko | Risk | Anlageverhalten | Behavioural finance |
| Extent: | 16 Bl |
|---|---|
| Series: | Research Division working papers. - St. Louis, Mo., ZDB-ID 2252136-7. - Vol. 99,015A |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001426878