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Investigating the Effect of Different GP Algorithms on the Non-Stationary Behavior of Financial Markets

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. (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)

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. (Contact us about this Publication)
Item Type: Conference or workshop item (Paper)
Subjects: Q Science > Q Science (General) > Q335 Artificial intelligence
Divisions: Faculties > Sciences > School of Computing
Faculties > Sciences > School of Computing > Data Science
Depositing User: Michael Kampouridis
Date Deposited: 09 Aug 2014 17:26 UTC
Last Modified: 29 May 2019 12:52 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/42171 (The current URI for this page, for reference purposes)
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