Tristan Cazenave, Sana Ben Hamida. Forecasting Financial Volatility Using Nested Monte Carlo Expression Discovery. In IEEE Symposium Series on Computational Intelligence, SSCI 2015, Cape Town, South Africa, December 7-10, 2015. pages 726-733, IEEE, 2015. [doi]
@inproceedings{CazenaveH15,
title = {Forecasting Financial Volatility Using Nested Monte Carlo Expression Discovery},
author = {Tristan Cazenave and Sana Ben Hamida},
year = {2015},
doi = {10.1109/SSCI.2015.110},
url = {http://dx.doi.org/10.1109/SSCI.2015.110},
researchr = {https://researchr.org/publication/CazenaveH15},
cites = {0},
citedby = {0},
pages = {726-733},
booktitle = {IEEE Symposium Series on Computational Intelligence, SSCI 2015, Cape Town, South Africa, December 7-10, 2015},
publisher = {IEEE},
isbn = {978-1-4799-7560-0},
}