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    EVOW
    2008
    Springer
    132views Artificial Intelligence» more  EVOW 2008»
    Genetic Programming in Statistical Arbitrage
    13 years 6 months ago
    Genetic Programming in Statistical Arbitrage
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    Abstract. This paper employs genetic programming to discover statistical arbitrage strategies on the banking sector in the Euro Stoxx universe. Binary decision rules are evolved us...
    Philip Saks, Dietmar G. Maringer
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