Does size matter? A genetic programming approach to technical trading

被引：21

作者：

How, Janice ^{[1
]}

Ling, Martin ^{[2
]}

Verhoeven, Peter ^{[1
]}

机构：

[1] Queensland Univ Technol, Sch Econ & Finance, Brisbane, Qld 4001, Australia

[2] Gen Elect, Auckland, New Zealand

来源：

QUANTITATIVE FINANCE | 2010年 / 10卷 / 02期

关键词：

RULES; PERFORMANCE; ALGORITHMS; MARKETS;

D O I：

10.1080/14697680902773629

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：131 / 140

页数：10

共 18 条

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