Advertisement

ConstrainedGenetic Programming toMinimizeOverfitting in StockSelection

  • Minkyu Kim
  • Ying L. Becker
  • Peng Fei
  • Una-May O’Reilly
Chapter
Part of the Genetic and Evolutionary Computation book series (GEVO)

Keywords

Genetic Programming Stock Return Future Earning Validation Step Leverage Factor 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag US 2009

Authors and Affiliations

  • Minkyu Kim
    • 1
  • Ying L. Becker
    • 2
  • Peng Fei
    • 2
  • Una-May O’Reilly
    • 3
  1. 1.Laboratory for Information andDecision SystemsMassachusetts Institute of TechnologyCambridge
  2. 2.Advanced Research CenterState Street Global AdvisorsBoston,
  3. 3.Computer Science and Artificial Intelligence LaboratoryMassachusetts Institute of TechnologyCambridge

Personalised recommendations