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Enhanced Emerging Market Stock Selection

A Genetic Programming Approach
  • Anjun Zhou
Part of the Genetic Programming Series book series (GPEM, volume 6)

Abstract

Emerging stock markets provide substantial opportunities for investors. The existing literature shows inconsistency in factor selection and model development in this area. This research exploits a cutting edge quantitative technique-genetic programming, to greatly enhance factor selection and explore nonlinear factor combination. The model developed using the genetic programming process is proven to be powerful, intuitive, robust and consistent.

Key words

genetic programming emerging market stock selection 

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Copyright information

© Springer Science+Business Media New York 2003

Authors and Affiliations

  • Anjun Zhou
    • 1
  1. 1.Advanced Research CenterState Street Global AdvisorsBostonUSA

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