%0 Book Section %1 zhou:2003:GPTP %A Zhou, Anjun %B Genetic Programming Theory and Practise %D 2003 %E Riolo, Rick L. %E Worzel, Bill %I Kluwer %K algorithms, emerging genetic market, programming, selection stock %P 291--302 %T Enhance Emerging Market Stock Selection %X 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. %& 18 %@ 1-4020-7581-2

@incollection{zhou:2003:GPTP, 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.}, added-at = {2008-06-19T17:46:40.000+0200}, author = {Zhou, Anjun}, biburl = {https://www.bibsonomy.org/bibtex/240e32f018954fda445e81796cf15a79b/brazovayeye}, booktitle = {Genetic Programming Theory and Practise}, chapter = 18, editor = {Riolo, Rick L. and Worzel, Bill}, interhash = {8bfead61a83858b8d33b285eca9b3da3}, intrahash = {40e32f018954fda445e81796cf15a79b}, isbn = {1-4020-7581-2}, keywords = {algorithms, emerging genetic market, programming, selection stock}, notes = {Advanced Research Center, State Street Global Advisors, Boston}, pages = {291--302}, publisher = {Kluwer}, size = {12 pages}, timestamp = {2008-06-19T17:55:51.000+0200}, title = {Enhance Emerging Market Stock Selection}, year = 2003 }