A measure of time series' predictability using genetic programming applied to stock returns

Journal of Forecasting

Volumn 18, Issue 5, 1999, Pages 345-357

  Kaboudan, M A ^a  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

Artificial intelligence forecasting; Complexity; Financial markets; Model specification; Non linearity

Indexed keywords

ARTIFICIAL INTELLIGENCE; COMPUTATIONAL COMPLEXITY; PROBABILITY; RANDOM PROCESSES; TIME SERIES ANALYSIS;

GENETIC PROGRAMMING (GP);

COMPUTER SYSTEMS PROGRAMMING;

EID: 0033360672     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199909)18:5<345::AID-FOR744>3.0.CO;2-7     Document Type: Article

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