Volatility forecasting using time series data mining and evolutionary computation techniques

Volatility forecasting using time series data mining and evolutionary computation techniques

Ma, Irwin, Wong, Tony and Sankar, Thiagas.

In Proceedings of the 9th annual conference on Genetic and evolutionary computation(London, UK, Jul. 7-11, 2007)p. 2262.New York, NY, USA : Association for Computing Machinery. Compte des citations dans Scopus : 3. 2007