Evolutionary arbitrage for FTSE-100 index options and futures

Proceedings of the IEEE Conference on Evolutionary Computation, ICEC

Volumn 1, Issue , 2001, Pages 275-282

  Markose, S ^a   Tsang, E ^a   Er, H ^a   Salhi, A ^a  

^a UNIVERSITY OF ESSEX   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

DECISION MAKING; NEURAL NETWORKS; SAMPLING;

RANDOMIZED SAMPLING;

GENETIC ALGORITHMS;

EID: 0034863653     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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