Non-linear factor model for asset selection using multi objective genetic programming

Created by W.Langdon from gp-bibliography.bib Revision:1.3872

@InProceedings{Hassan:2008:geccocomp,
  author =       "Ghada Hassan",
  title =        "Non-linear factor model for asset selection using
                 multi objective genetic programming",
  year =         "2008",
  editor =       "Marc Ebner and Mike Cattolico and 
                 Jano {van Hemert} and Steven Gustafson and Laurence D. Merkle and 
                 Frank W. Moore and Clare Bates Congdon and 
                 Christopher D. Clack and Frank W. Moore and William Rand and 
                 Sevan G. Ficici and Rick Riolo and Jaume Bacardit and 
                 Ester Bernado-Mansilla and Martin V. Butz and 
                 Stephen L. Smith and Stefano Cagnoni and Mark Hauschild and 
                 Martin Pelikan and Kumara Sastry",
  isbn13 =       "978-1-60558-131-6",
  booktitle =    "GECCO-2008 Workshop: Advanced Research Challenges in
                 Financial Evolutionary Computing (ARC-FEC)",
  pages =        "1859--1862",
  address =      "Atlanta, GA, USA",
  URL =          "http://www.cs.bham.ac.uk/~wbl/biblio/gecco2008/docs/p1859.pdf",
  DOI =          "doi:10.1145/1388969.1388990",
  publisher =    "ACM",
  publisher_address = "New York, NY, USA",
  month =        "12-16 " # jul,
  keywords =     "genetic algorithms, genetic programming, Factor
                 models, finance, multiobjective optimisation, portfolio
                 optimisation",
  notes =        "Distributed on CD-ROM at GECCO-2008

                 ACM Order Number 910081. Also known as \cite{1388990}",
}

Genetic Programming entries for Ghada Hassan

Citations