Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/50641
DC Field | Value | Language |
---|---|---|
dc.contributor | 政治大學經濟系 | en_US |
dc.creator | Kampouridis, Michael;Chen,Shu-Heng; Tsang,Edward | en_US |
dc.date | 2011 | en_US |
dc.date.accessioned | 2011-07-28T03:33:45Z | - |
dc.date.available | 2011-07-28T03:33:45Z | - |
dc.date.issued | 2011-07-28T03:33:45Z | - |
dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/50641 | - |
dc.language.iso | en_US | - |
dc.relation | 2011 IEEE Proceedings on Computational Intelligence for Financial Engineering | en_US |
dc.title | Investigating the Effect of Different GP Algorithms on the Non-Stationary Behavior of Financial Markets | en_US |
dc.type | conference | en |
dc.identifier.doi | 10.1109/CIFER.2011.5953568 | en_US |
dc.doi.uri | http://dx.doi.org/10.1109/CIFER.2011.5953568 | en_US |
item.languageiso639-1 | en_US | - |
item.cerifentitytype | Publications | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.openairetype | conference | - |
item.fulltext | With Fulltext | - |
item.grantfulltext | open | - |
Appears in Collections: | 會議論文 |
Files in This Item:
File | Description | Size | Format | |
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20110411.pdf | 2.14 MB | Adobe PDF2 | View/Open |
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