Toward a computable approach to the efficient market hypothesis: An application of genetic programming

Journal of Economic Dynamics and Control

Volumn 21, Issue 6, 1997, Pages 1043-1063

  Chen, Shu Heng ^a   Yeh, Chia Hsuan ^a  

^a NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

Author keywords

Efficient market hypothesis; Evolutionary computation; Genetic programming; Mean absolute percentage error; Minimum description length principle

Indexed keywords

EID: 0031161690     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(97)82991-0     Document Type: Article

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