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Volumn 97, Issue 1-4, 2000, Pages 265-286

Simulating economic transition processes by genetic programming

Author keywords

Bounded rationality; Genetic programming; Kolmogorov complexity; Minimum description length principle; Short selling

Indexed keywords


EID: 26444535791     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (9)

References (8)
  • 4
    • 42449156579 scopus 로고
    • Generalized auroregressive conditional heteroskedasticity
    • T. Bollerslev, Generalized auroregressive conditional heteroskedasticity, Journal of Econometrics 31 (1986) 307-327.
    • (1986) Journal of Econometrics , vol.31 , pp. 307-327
    • Bollerslev, T.1
  • 5
    • 34848900983 scopus 로고
    • ARCH modeling in finance: A review of theory and empirical evidence
    • T. Bollerslev, R. Chou and K. Kroner, ARCH modeling in finance: A review of theory and empirical evidence, Journal of Econometrics 52 (1992) 5-59.
    • (1992) Journal of Econometrics , vol.52 , pp. 5-59
    • Bollerslev, T.1    Chou, R.2    Kroner, K.3
  • 6
    • 0000473798 scopus 로고
    • Techniques for testing the constancy of regression relationship over time
    • R.L. Brown, J. Durbin and J.M. Evans, Techniques for testing the constancy of regression relationship over time, Journal of Royal Statistical Society, B 37 (1975) 149-163.
    • (1975) Journal of Royal Statistical Society, B , vol.37 , pp. 149-163
    • Brown, R.L.1    Durbin, J.2    Evans, J.M.3
  • 7
    • 0343399987 scopus 로고    scopus 로고
    • Measuring randomness by Rissanen's stochastic complexity: Applications to the financial data
    • eds. D.L. Dowe et al. World Scientific, Singapore
    • S.-H. Chen and C.-W. Tan, Measuring randomness by Rissanen's stochastic complexity: Applications to the financial data, in: ISIS: Information, Statistics and Induction in Science, eds. D.L. Dowe et al. (World Scientific, Singapore, 1996) pp. 200-211.
    • (1996) ISIS: Information, Statistics and Induction in Science , pp. 200-211
    • Chen, S.-H.1    Tan, C.-W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.