Volatility forecasts of the S&P100 by evolutionary programming in a modified time series data mining framework

Volatility forecasts of the S&P100 by evolutionary programming in a modified time series data mining framework

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

In World Automation Congress, 2004 : Proceedings (Seville, Spain, June 28-July 1, 2004)p. 567-572.IEEE. Compte des citations dans Scopus : 1. 2004