Evolutionary arbitrage for FTSE index options and futures


Markose S., Tsang E., ER H., Salhi A.

Congress on Evolutionary Computation, CEC 2001 (Special Session on Time Series Analysis & Compumetric Forecasting), Seul, South Korea, 27 - 30 May 2001, vol.1, pp.275-282

  • Publication Type: Conference Paper / Full Text
  • Volume: 1
  • City: Seul
  • Country: South Korea
  • Page Numbers: pp.275-282
  • Akdeniz University Affiliated: Yes