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brazovayeye's BibTeX entry:  

Predicting Exchange Rate Volatility: Genetic Programming vs. GARCH and RiskMetrics

Federal Reserve Bank of St. Louis Review, 84(3): 43--54, 2002.
Authors: Christopher J. Neely and Paul A. Weller
URL: http://research.stlouisfed.org/publications/review/02/05/43-54NeelyWeller.pdf
Tags: algorithms, genetic programming
| URL | BibTeX  
@article{neely:2002:perv,
title = {Predicting Exchange Rate Volatility: Genetic Programming vs. {GARCH} and {RiskMetrics}},
author = {Christopher J. Neely and Paul A. Weller},
journal = {Federal Reserve Bank of St. Louis Review},
month = {May/June},
number = {3},
pages = {43--54},
url = {http://research.stlouisfed.org/publications/review/02/05/43-54NeelyWeller.pdf},
volume = {84},
year = {2002},
notes = {reprinted in \cite{neely:2002:GAGPCF} http://research.stlouisfed.org/publications/review/}, size = {12 pages},
keywords = {algorithms, genetic programming }
}