Discovering Trading Rules with Genetic Algorithms: An Empirical Study Based on GARCH Time Series - researchr publication authors

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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.

This author has not been identified. Look up 'Shu-Heng Chen' in GoogleThis author has not been identified. Look up 'Wei-Yuan Lin' in GoogleThis author has not been identified. Look up 'Chueh-Yung Tsao' in Google

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