EDDIE for Stock Index Options and Futures Arbitrage

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

@InCollection{MarkoseTsangEr:2002:gagpcf,
  author =       "Sheri Markose and Edward Tsang and Hakan Er",
  title =        "EDDIE for Stock Index Options and Futures Arbitrage",
  booktitle =    "Genetic Algorithms and Genetic Programming in
                 Computational Finance",
  publisher =    "Kluwer Academic Press",
  year =         "2002",
  editor =       "Shu-Heng Chen",
  chapter =      "14",
  pages =        "281--308",
  keywords =     "genetic algorithms, genetic programming",
  ISBN =         "0-7923-7601-3",
  URL =          "http://www.springer.com/economics/economic+theory/book/978-0-7923-7601-9",
  notes =        "part of \cite{chen:2002:gagpcf}

                 Also known as: Evolutionary Decision Trees in FTSE-100
                 Index Options and Futures Arbitrage",
}

Genetic Programming entries for Sheri M Markose Edward P K Tsang Hakan Er

Citations