On Predictability and Profitability: Would GP Induced Trading Rules Be Sensitive to the Observed Entropy ...

Title	On Predictability and Profitability: Would GP Induced Trading Rules Be Sensitive to the Observed Entropy of Time Series?
Creator	Navet, Nicolas;Chen, Shu-Heng 陳樹衡
Contributor	經濟系
Date	2008
Date Issued	2-Oct-2015 16:25:13 (UTC+8)
Relation	Natural Computing in Computational Finance, Studies in Computational Intelligence, vol. 100. Berlin and Heidelberg: Springer. 197-210
Type	article
ISBN	9783540774761

dc.contributor	經濟系	-
dc.creator (作者)	Navet, Nicolas;Chen, Shu-Heng	-
dc.creator (作者)	陳樹衡	-
dc.date (日期)	2008	-
dc.date.accessioned	2-Oct-2015 16:25:13 (UTC+8)	-
dc.date.available	2-Oct-2015 16:25:13 (UTC+8)	-
dc.date.issued (上傳時間)	2-Oct-2015 16:25:13 (UTC+8)	-
dc.identifier.isbn (ISBN)	9783540774761	-
dc.identifier.uri (URI)	http://nccur.lib.nccu.edu.tw/handle/140.119/78849	-
dc.format.extent	159 bytes	-
dc.format.mimetype	text/html	-
dc.relation (關聯)	Natural Computing in Computational Finance, Studies in Computational Intelligence, vol. 100. Berlin and Heidelberg: Springer. 197-210	-
dc.title (題名)	On Predictability and Profitability: Would GP Induced Trading Rules Be Sensitive to the Observed Entropy of Time Series?	-
dc.type (資料類型)	article	en