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Volumn 3039, Issue , 2004, Pages 835-842

Performance measures in an evolutionary stock trading expert system

Author keywords

[No Author keywords available]

Indexed keywords

ARTIFICIAL INTELLIGENCE; COMMERCE; DECISION SUPPORT SYSTEMS; EXPERT SYSTEMS; FINANCIAL DATA PROCESSING;

EID: 34548084736     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-540-25944-2_108     Document Type: Article
Times cited : (11)

References (14)
  • 1
    • 34548058652 scopus 로고    scopus 로고
    • Les Techniques de Mesure de Performance
    • Aftalion, F., Poncet, P., "Les Techniques de Mesure de Performance", Economica, 2003.
    • (2003) Economica
    • Aftalion, F.1    Poncet, P.2
  • 2
    • 35048900905 scopus 로고    scopus 로고
    • Efficiency Ratio: A New Methodology for Performance Measurement
    • Cantaluppi, L., Hug, R., "Efficiency Ratio: A New Methodology for Performance Measurement", Journal of Investing, 2000, pp. 19-25.
    • (2000) Journal of Investing , pp. 19-25
    • Cantaluppi, L.1    Hug, R.2
  • 4
    • 0000615046 scopus 로고
    • Risk, the pricing of capital assets, and the evaluation of investment performances
    • Jensen, M., "Risk, the pricing of capital assets, and the evaluation of investment performances", Journal of Business, 1968, pp. 167-247.
    • (1968) Journal of Business , pp. 167-247
    • Jensen, M.1
  • 6
    • 84959060521 scopus 로고    scopus 로고
    • Evolution Strategy in Portfolio Optimization
    • Artificial Evolution, ed. P. Collet, Springer
    • Korczak, J., Lipinski, P., Roger, P., "Evolution Strategy in Portfolio Optimization", Artificial Evolution, ed. P. Collet, Lecture Notes in Computer Science, vol. 2310, Springer, 2002, pp.156-167.
    • (2002) Lecture Notes in Computer Science , vol.2310 , pp. 156-167
    • Korczak, J.1    Lipinski, P.2    Roger, P.3
  • 8
    • 84977716317 scopus 로고
    • Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmarks Comparison
    • Lehman, B., Modest, D., "Mutual Fund Performance Evaluation: a Comparison of Benchmarks and Benchmarks Comparison", Journal of Finance, 1987, pp.233-265.
    • (1987) Journal of Finance , pp. 233-265
    • Lehman, B.1    Modest, D.2
  • 9
    • 0041952932 scopus 로고    scopus 로고
    • The Statistics of Sharpe Ratios
    • W.
    • Lo, A., W., "The Statistics of Sharpe Ratios", Financial Analysts Journal, 2002, pp.36-52.
    • (2002) Financial Analysts Journal , pp. 36-52
    • Lo, A.1
  • 12
    • 0001752951 scopus 로고
    • Mutual Fund Performance
    • F.
    • Sharpe, W., F., "Mutual Fund Performance", Journal of Businness, 1966, pp.119-138.
    • (1966) Journal of Businness , pp. 119-138
    • Sharpe, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.