Toward a computable approach to the efficient market hypothesis: An application of genetic programming

Authors: Chen S.-H.¹; Yeh C.-H.

Source: Journal of Economic Dynamics and Control, Volume 21, Number 6, 1 June 1997 , pp. 1043-1063(21)

Publisher: Elsevier

Keywords: Genetic programming; Evolutionary computation; Minimum description length principle; Mean absolute percentage error; Efficient market hypothesis; [JEL classification codes] C63; [JEL classification codes] G14

Language: English

Document Type: Research article

DOI: 10.1016/S0165-1889(97)82991-0

Affiliations: 1: Department of Economics, National Chengchi University, Taipei, Taiwan 11623, ROC

Links for this article

http://www.ingentaconnect.com/els/01651889/1997/00000021/00000006/art82991
http://openurl.ingenta.com/content?genre=article&issn=0165-1889&volume=21&issue=6&spage=1043&epage=1063
http://dx.doi.org/10.1016/S0165-1889(97)82991-0