BibSonomy :: user  :: brazovayeye ::

bookmarks

publications

(2)   

• Volatility forecasting using time series data mining and evolutionary computation techniques
  Irwin Ma and Tony Wong and Thiagas Sankar GECCO '07: Proceedings of the 9th annual conference on Genetic and evolutionary computation, 2, page2262--2262. London, ACM Press, 7-11 July2007.
  to financial Poster, data mining, Applications: forecasting, S&P volatility, programming, genetic economics, algorithms, 100 Real-World by brazovayeye and 1 other person on Jun 19, 2008, 5:35 PM
  URL | BibTeX | spam 
• Dynamic Proportion Portfolio Insurance with Genetic Programming and Market Volatility Factors Analysis
  Chia-Lan Chang 30 June2005.
  to volatility, market analysis, CPPI, programming, principal component genetic algorithms, DPPI, PCA by brazovayeye on Jun 19, 2008, 5:35 PM
  URL | BibTeX | spam