Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm (Q1038771)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm |
scientific article |
Statements
Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm (English)
0 references
20 November 2009
0 references
genetic algorithm
0 references
penalty function method
0 references
model selection
0 references
excess return
0 references
information criteria
0 references