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Toward a computable approach to the efficient market hypothesis : an application of genetic programming

Chen, Shu-Heng - In: Journal of economic dynamics & control 21 (1997) 6, pp. 1043-1063

Persistent link: https://www.econbiz.de/10001335979

Building technical trading system with genetic programming : a new method to test the efficiency of Chinese stock markets

Qu, Hui (contributor); Li, Xindan (contributor) - In: Computational economics 43 (2014) 3, pp. 301-311

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DEA-risk efficiency and stochastic dominance efficiency of stock indices

Branda, Martin; Kopa, Miloš - In: Finance a úvěr 62 (2012) 2, pp. 106-124

Persistent link: https://www.econbiz.de/10009740503

Testing the adaptive efficiency of US stock markets : a genetic programming approach

Miles, Stan; Smith, Barry J. - In: Journal of business & economics research 8 (2010) 11, pp. 87-112

Persistent link: https://www.econbiz.de/10008772606

Dynamical agent's strategies and the fractal market hypothesis

Vácha, Lukáš; Vošvrda, Miloslav S. - In: Prague economic papers : a bimonthly journal of … 14 (2005) 2, pp. 163-170

Persistent link: https://www.econbiz.de/10002909142

Front-running scalping strategies and market manipulation : why does high-frequency trading need stricter regulation?

Manahov, Viktor - In: The financial review : the official publication of the … 51 (2016) 3, pp. 363-402

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The endogenous grid method for discrete-continuous dynamic choice models with (or without) taste shocks

Iskhakov, Fedor; Jørgensen, Thomas H.; Rust, John; … - In: Quantitative economics : QE ; journal of the … 8 (2017) 2, pp. 317-365

Persistent link: https://www.econbiz.de/10011804848

The endogenous grid method for discrete-continuous dynamic choice models with (or without) taste shocks

Iskhakov, Fedor; Jørgensen, Thomas H.; Rust, John; … - In: Quantitative economics : QE ; journal of the … 8 (2017) 2, pp. 317-365

with discrete and continuous choice variables. The solution method we develop for structural estimation extends the en … estimator for structural estimation of a life-cycle model of con- sumption with discrete retirement decisions. …

Persistent link: https://www.econbiz.de/10011801539

Mathematical modelling of mission-abort policies : a review

Rodrigues, Augusto José da Silva; Cavalcante, … - In: IMA journal of management mathematics 34 (2023) 4, pp. 581-597

Persistent link: https://www.econbiz.de/10014389052

Extreme events, discounting and stochastic optimization

Ermolʹev, Jurij M.; Ermol'eva, Tatiana Y.; Fischer, … - 2010

Persistent link: https://www.econbiz.de/10003983872