Michael Kampouridis, Shu-Heng Chen, Edward P. K. Tsang. Investigating the effect of different GP algorithms on the non-stationary behavior of financial markets. In 2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2011, Paris, France, April 14-15, 2011. pages 43-50, IEEE, 2011. [doi]
Abstract is missing.