Does size matter? A genetic programming approach to technical trading

作者: Janice How , Martin Ling , Peter Verhoeven

DOI: 10.1080/14697680902773629

关键词:

摘要: Introduced in 1970 by Eugene Fama, the Efficient Market Hypothesis (EMH) has become a central proposition finance literature. If EMH holds, any trading strategy that relies on assumption...

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