Discovering Trading Rules with Genetic Algorithms: An Empirical Study Based on GARCH Time Series

Shu-Heng Chen, Wei-Yuan Lin, Chueh-Yung Tsao. Discovering Trading Rules with Genetic Algorithms: An Empirical Study Based on GARCH Time Series. In Hamid R. Arabnia, editor, Proceedings of the International Conference on Artificial Intelligence, IC-AI 99, June 28 - July 1, 1999, Las Vegas, Nevada, USA, Volume 2. pages 430-436, CSREA Press, 1999.

Abstract

Abstract is missing.