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8 documents classés par : Date Titre Nom du premier auteur Type de documents Date de dépôt

On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series? Navet N., Chen S.-H. Dans Natural Computing in Computational Finance, Springer (Ed.) (2008) [inria-00192350 - version 1]

NETCARBENCH: A benchmark for techniques and tools used in the design of automotive communication systems Braun C., Havet L., Navet N. Dans 7th IFAC International Conference on Fieldbuses & Networks in Industrial & Embedded Systems - FeT'2007 (2007) 321-328 [inria-00188629 - version 1]

Financial Data Mining with Genetic Programming: A Survey and Look Forward Navet N., Chen S.-H. Dans 56th Session of the International Statistical Institute (ISI 2007) (2007) [inria-00168352 - version 1]

Entropy rate and profitability of technical analysis: experiments on the NYSE US 100 stocks Navet N., Chen S.-H. Dans 6th International Conference on Computational Intelligence in Economics & Finance - CIEF 2007 (2007) 501-507 [inria-00168347 - version 1]

Assessing the Risk and Return of Financial Trading Systems - a Large Deviation Approach Navet N., Schott R. Dans 6th International Conference on Computational Intelligence in Economics and Finance - CIEF 2007 (2007) 508-514 [inria-00168274 - version 1]

Failure of Genetic-Programming Induced Trading Strategies: Distinguishing between Efficient Markets and Inefficient Algorithms Chen S.-H., Navet N. Dans Computational Intelligence in Economics and Finance: Volume II, Springer Berlin Heidelberg (Ed.) (2007) 169-182 [inria-00168269 - version 1]

Genetic Programming for Financial Trading : a Tutorial Navet N. Dans 5th International Conference on Computational Intelligence in Economics and Finance - CIEF 2006 (2006) [inria-00113706 - version 1]

Pretests for genetic-programming evolved trading programs: "zero-intelligence" strategies and lottery trading Chen S.-H., Navet N. Dans The 13th International Conference on Neural Information Processing - ICONIP2006 4234/2006 (2006) 450-460 [inria-00105926 - version 1]