Please use this identifier to cite or link to this item: https://ah.lib.nccu.edu.tw/handle/140.119/50641
DC FieldValueLanguage
dc.contributor政治大學經濟系en_US
dc.creatorKampouridis, Michael;Chen,Shu-Heng; Tsang,Edwarden_US
dc.date2011en_US
dc.date.accessioned2011-07-28T03:33:45Z-
dc.date.available2011-07-28T03:33:45Z-
dc.date.issued2011-07-28T03:33:45Z-
dc.identifier.urihttp://nccur.lib.nccu.edu.tw/handle/140.119/50641-
dc.language.isoen_US-
dc.relation2011 IEEE Proceedings on Computational Intelligence for Financial Engineeringen_US
dc.titleInvestigating the Effect of Different GP Algorithms on the Non-Stationary Behavior of Financial Marketsen_US
dc.typeconferenceen
dc.identifier.doi10.1109/CIFER.2011.5953568en_US
dc.doi.urihttp://dx.doi.org/10.1109/CIFER.2011.5953568en_US
item.languageiso639-1en_US-
item.cerifentitytypePublications-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.openairetypeconference-
item.fulltextWith Fulltext-
item.grantfulltextopen-
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