Toward a computable approach to the efficient market hypothesis: An application of genetic programming
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Publication:1391665
DOI10.1016/S0165-1889(97)82991-0zbMath0901.90057MaRDI QIDQ1391665
Publication date: 22 July 1998
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(97)82991-0
evolutionary computation; genetic programming; efficient market hypothesis; minimum description length principle; mean absolute percentage error
91B84: Economic time series analysis
68T05: Learning and adaptive systems in artificial intelligence
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