Based on the standard genetic programming (GP) paradigm, we introduce a new probability measure of time series' predictability. It is computed as a ratio of two ยฎtness values (SSE) from GP runs. One value belongs to a subject series, while the other belongs to the same series after it is randomly sh
Cross-correlations and predictability of stock returns
โ Scribed by D. Olson; C. Mossman
- Publisher
- John Wiley and Sons
- Year
- 2001
- Tongue
- English
- Weight
- 236 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0277-6693
No coin nor oath required. For personal study only.
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