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    TEC
    2002
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    Knowledge-intensive genetic discovery in foreign exchange markets
    13 years 4 months ago
    Knowledge-intensive genetic discovery in foreign exchange markets
    Download  tigger.uic.edu
    Abstract--This paper considers the discovery of trading decision models from high-frequency foreign exchange (FX) markets data using genetic programming (GP). It presents a domain-...
    Siddhartha Bhattacharyya, Olivier V. Pictet, Gille...
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