Kampouridis, Michael, Chen, S.-H., Tsang, E. (2011) Investigating the Effect of Different GP Algorithms on the Non-Stationary Behavior of Financial Markets. In: Computational Intelligence for Financial Engineering and Economics. (doi:10.1109/cifer.2011.5953568) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:42171)
| The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. | |
| Official URL: https://doi.org/10.1109/cifer.2011.5953568 |
| Item Type: | Conference or workshop item (Paper) |
|---|---|
| DOI/Identification number: | 10.1109/cifer.2011.5953568 |
| Subjects: | Q Science > Q Science (General) > Q335 Artificial intelligence |
| Divisions: | Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Computing |
| Depositing User: | Michael Kampouridis |
| Date Deposited: | 09 Aug 2014 17:26 UTC |
| Last Modified: | 09 Mar 2023 11:33 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/42171 (The current URI for this page, for reference purposes) |
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