Genetic Programming for the Induction of Seasonal Forecasts: A Study on Weather Derivatives

Created by W.Langdon from gp-bibliography.bib Revision:1.3973

@InCollection{Agapitos:FDMCI:2012,
  author =       "Alexandros Agapitos and Michael O'Neill and 
                 Anthony Brabazon",
  title =        "Genetic Programming for the Induction of Seasonal
                 Forecasts: A Study on Weather Derivatives",
  booktitle =    "Financial Decision Making Using Computational
                 Intelligence",
  publisher =    "Springer",
  year =         "2012",
  editor =       "Doumpos Michael and Zopounidis Constantin and 
                 Pardalos Panos",
  volume =       "70",
  series =       "Springer Optimization and Its Applications",
  chapter =      "6",
  pages =        "153--182",
  note =         "Due: July 31, 2012",
  keywords =     "genetic algorithms, genetic programming, Weather
                 derivatives pricing, Seasonal temperature forecasting,
                 Autoregressive models, Supervised ensemble learning,
                 Generalisation",
  isbn13 =       "978-1-4614-3772-7",
  URL =          "http://www.springer.com/mathematics/applications/book/978-1-4614-3772-7",
}

Genetic Programming entries for Alexandros Agapitos Michael O'Neill Anthony Brabazon

Citations