Evolutionary Decision Trees in FTSE-100 Index Options and Futures Arbitrage

Markose S., Tsang E., ER H.

in: Genetic Algorithms and Programming in Computational Finance, S-H. Chen , Editor, Kluwer Academic Publishers, Norwell, Ma, pp.231-308, 2002

  • Publication Type: Book Chapter / Chapter Research Book
  • Publication Date: 2002
  • Publisher: Kluwer Academic Publishers
  • City: Norwell, Ma
  • Page Numbers: pp.231-308
  • Editors: S-H. Chen , Editor
  • Akdeniz University Affiliated: No