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  • Search: subject:"lambda abstraction"
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Year of publication
Subject
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lambda abstraction 1 modular GP 1 strongly typed GP 1 technical trading rules 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Chen, Shu-Heng 1 Yu, Tina 1
Institution
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Society for Computational Economics - SCE 1
Published in...
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Computing in Economics and Finance 2004 1
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RePEc 1
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Using Genetic Programming with Lambda Abstraction to Find Technical Trading Rules
Yu, Tina; Chen, Shu-Heng - Society for Computational Economics - SCE - 2004
Using GP with lambda abstraction module mechanism to generate technical trading rules based on S&P 500 index, we find …
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