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101
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GECCO
2007
Springer
141
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GECCO 2007
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Evolving robust GP solutions for hedge fund stock selection in emerging markets
15 years 9 months ago
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www.cs.ucl.ac.uk
Abstract Stock selection for hedge fund portfolios is a challenging problem for Genetic Programming (GP) because the markets (the environment in which the GP solution must survive)...
Wei Yan, Christopher D. Clack
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