Hedging Derivative Securities with Genetic Programming

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

@InProceedings{chen:1998:hdsGP,
  author =       "Shu-Heng Chen and W.-C. Lee and C.-H. Yeh",
  title =        "Hedging Derivative Securities with Genetic
                 Programming",
  booktitle =    "Application of Machine Learning and Data Mining in
                 Finance: Workshop at ECML-98",
  year =         "1998",
  editor =       "G. Nakhaeizadeh and E. Steurer",
  pages =        "140--151",
  address =      "Dorint-Parkhotel, Chemnitz, Germany",
  month =        "24 " # apr,
  keywords =     "genetic algorithms, genetic programming",
  ISSN =         "0947-5125",
  notes =        "ECML-98 workshop
                 6

                 http://www.tu-chemnitz.de/informatik/ecml98/ws6_ag.txt
                 See also \cite{Chen:1999:ISAFM}",
}

Genetic Programming entries for Shu-Heng Chen Woh-Chiang Lee Chia Hsuan Yeh

Citations