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An Analysis of the Performance of Genetic Programming for Realised Volatility Forecasting Cover

An Analysis of the Performance of Genetic Programming for Realised Volatility Forecasting

Journal of Artificial Intelligence and Soft Computing Research
Volume 6 (2016): Issue 3 (July 2016)
By: Zheng Yin,  Conall O’Sullivan and  Anthony Brabazon  
Open Access
|Jun 2016

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DOI: https://doi.org/10.1515/jaiscr-2016-0012
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Language: English
Page range: 155 - 172
Published on: Jun 10, 2016
Published by: SAN University
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
Realised Volatility,
Genetic Programming,
High Frequency Data
Related subjects:
Computer sciences,
Databases and data mining,
Artificial intelligence

© 2016 Zheng Yin, Conall O’Sullivan, Anthony Brabazon, published by SAN University
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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