Skip to main content
Book Chapter

Enhanced Emerging Market Stock Selection

  • Zhou A
Springer US, (2003), 291-302
DOI: 10.1007/978-1-4419-8983-3_18
N/ACitations
Citations of this article
17Readers
Mendeley users who have this article in their library.
Get full text

Abstract

Emerging stock markets provide substantialopportunities for investors. The existing literatureshows inconsistency in factor selection and modeldevelopment in this area. This research exploits acutting edge quantitative technique - geneticprogramming, to greatly enhance factor selection andexplore nonlinear factor combination. The modeldeveloped using the genetic programming process isproven to be powerful, intuitive, robust andconsistent.

Cite

CITATION STYLE

APA

Zhou, A. (2003). Enhanced Emerging Market Stock Selection. In Genetic Programming Theory and Practice (pp. 291–302). Springer US. https://doi.org/10.1007/978-1-4419-8983-3_18

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free