On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?
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Publication:3521776
DOI10.1007/978-3-540-77477-8_11zbMATH Open1152.91735OpenAlexW2147067777MaRDI QIDQ3521776FDOQ3521776
Authors: Nicolas Navet, Shu-Heng Chen 
Publication date: 26 August 2008
Published in: Natural Computing in Computational Finance (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/inria-00192350/file/NN_SHC_Springer2008.pdf
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