Genetic Programming in Computable Financial Economics

Created by W.Langdon from gp-bibliography.bib Revision:1.4208

  author =       "Shu-Heng Chen and Chia-Hsuan Yeh",
  title =        "Genetic Programming in Computable Financial
  booktitle =    "Proceedings of the ISCA 11th Conference: Computers and
                 Their Applications",
  year =         "1996",
  pages =        "135--138",
  address =      "San Francisco, California, U.S.A.",
  month =        mar # " 7-9",
  publisher =    "ISCA Press",
  keywords =     "genetic algorithms, genetic programming",
  ISBN =         "1-880843-15-3",
  URL =          "",
  URL =          "",
  URL =          "",
  size =         "5 pages",
  abstract =     "From a computation-theoretic standpoint, this paper
                 formalises the notion of unpredictability in the
                 efficient market hypothesis (EMH) by a biological-based
                 search program, i.e., genetic programming (GP). This
                 formalisation differs from the traditional notion based
                 on probabilistic independence in its treatment of
                 search. Compared with the traditional notion, a
                 GP-based search provided an explicit and efficient
                 search program upon which an objective measure for
                 predictability can be formalized...",

Genetic Programming entries for Shu-Heng Chen Chia Hsuan Yeh