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

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

Research output: Contribution to conferencePaper

Original languageEnglish
Publication statusPublished - 28 Jun 2001
Event7th International Conference of Society of Computational Economics - University of Yale, New Haven, United States
Duration: 28 Jun 200129 Jun 2001

Conference

Conference7th International Conference of Society of Computational Economics
Country/TerritoryUnited States
CityNew Haven
Period28/06/0129/06/01

Keywords

  • Technical trading rules
  • Risk

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