Enhance Emerging Market Stock Selection

Created by W.Langdon from gp-bibliography.bib Revision:1.4420

  author =       "Anjun Zhou",
  title =        "Enhance Emerging Market Stock Selection",
  booktitle =    "Genetic Programming Theory and Practice",
  publisher =    "Kluwer",
  year =         "2003",
  editor =       "Rick L. Riolo and Bill Worzel",
  chapter =      "18",
  pages =        "291--302",
  keywords =     "genetic algorithms, genetic programming, emerging
                 market, stock selection",
  ISBN =         "1-4020-7581-2",
  URL =          "http://www.springer.com/computer/ai/book/978-1-4020-7581-0",
  DOI =          "doi:10.1007/978-1-4419-8983-3_18",
  abstract =     "Emerging stock markets provide substantial
                 opportunities for investors. The existing literature
                 shows inconsistency in factor selection and model
                 development in this area. This research exploits a
                 cutting edge quantitative technique - genetic
                 programming, to greatly enhance factor selection and
                 explore nonlinear factor combination. The model
                 developed using the genetic programming process is
                 proven to be powerful, intuitive, robust and
  notes =        "Advanced Research Center, State Street Global
                 Advisors, Boston Part of \cite{RioloWorzel:2003}",
  size =         "12 pages",

Genetic Programming entries for Anjun Zhou