Genetic Programming Bibliography entries for Viktor Manahov

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GP coauthors/coeditors: Robert Hudson, Bartosz Gebka, Philip Linsley, Hafiz Hoque,

Genetic Programming Articles by Viktor Manahov

  1. Viktor Manahov. A note on the relationship between high-frequency trading and latency arbitrage. International Review of Financial Analysis, 47:281-296, 2016. details

  2. Viktor Manahov and Robert Hudson and Hafiz Hoque. Return predictability and the `wisdom of crowds': Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis. Journal of International Financial Markets, Institutions and Money, 2015. details

  3. Viktor Manahov and Robert Hudson and Philip Linsley. New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming. Journal of International Financial Markets, Institutions and Money, 33:299-316, 2014. details

  4. Viktor Manahov and Robert Hudson and Bartosz Gebka. Does high frequency trading affect technical analysis and market efficiency? And if so, how?. Journal of International Financial Markets, Institutions and Money, 28:131-157, 2014. details

  5. Viktor Manahov and Robert Hudson. A note on the relationship between market efficiency and adaptability - New evidence from artificial stock markets. Expert Systems with Applications, 41(16):7436-7454, 2014. details

  6. Viktor Manahov and Robert Hudson. Herd behaviour experimental testing in laboratory artificial stock market settings. Behavioural foundations of stylised facts of financial returns. Physica A: Statistical Mechanics and its Applications, 392(19):4351-4372, 2013. details