Using a Genetic Program to Predict Exchange Rate Volatility

Created by W.Langdon from gp-bibliography.bib Revision:1.3973

@InCollection{neely:2002:GAGPCF,
  author =       "Christopher J. Neely and Paul A. Weller",
  title =        "Using a Genetic Program to Predict Exchange Rate
                 Volatility",
  booktitle =    "Genetic Algorithms and Genetic Programming in
                 Computational Finance",
  publisher =    "Kluwer Academic Publishers",
  year =         "2002",
  editor =       "Shu-Heng Chen",
  chapter =      "13",
  pages =        "263--279",
  address =      "Dordrecht",
  month =        jul,
  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}.

                 'A revised, improved version was published in the FRB
                 St. Louis Review' \cite{43-54NeelyWeller}.",
}

Genetic Programming entries for Christopher J Neely Paul A Weller

Citations