Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm

Computational Economics

Volumn 34, Issue 2, 2009, Pages 173-193

  Kaucic, Massimiliano ^a  

^a UNIVERSITY OF TRIESTE   (Italy)

Author keywords

Excess return; Genetic algorithm; Information criteria; Model selection; Penalty function method

Indexed keywords

EID: 68949115855     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1007/s10614-009-9176-4     Document Type: Article

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