Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/50641| 題名: | Investigating the Effect of Different GP Algorithms on the Non-Stationary Behavior of Financial Markets | 作者: | Kampouridis, Michael;Chen,Shu-Heng; Tsang,Edward | 貢獻者: | 政治大學經濟系 | 日期: | 2011 | 上傳時間: | 28-七月-2011 | 關聯: | 2011 IEEE Proceedings on Computational Intelligence for Financial Engineering | 資料類型: | conference | DOI: | http://dx.doi.org/10.1109/CIFER.2011.5953568 |
| Appears in Collections: | 會議論文 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 20110411.pdf | 2.14 MB | Adobe PDF2 | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.