Risk adjusted returns to technical trading rules: a genetic programming approach

Heather Tarbert, J. P. Marney, C. Fyfe

Research output: Contribution to conference › Paper

Original language	English
Publication status	Published - 28 Jun 2001
Event	7th International Conference of Society of Computational Economics - University of Yale, New Haven, United States Duration: 28 Jun 2001 → 29 Jun 2001

Conference	7th International Conference of Society of Computational Economics
Country/Territory	United States
City	New Haven
Period	28/06/01 → 29/06/01

Keywords

@conference{2543395ac0c2482099bf628bf72a5625,

title = "Risk adjusted returns to technical trading rules: a genetic programming approach ",

keywords = "Technical trading rules, Risk",

author = "Heather Tarbert and Marney, \{J. P.\} and C. Fyfe",

year = "2001",

month = jun,

day = "28",

language = "English",

note = "7th International Conference of Society of Computational Economics ; Conference date: 28-06-2001 Through 29-06-2001",

}