Genetic Programming Predicts Stock Returns

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Academic paper

Maximizing the Sharpe Ratio: A Genetic Programming Approach

AuthorsLiu Yang; Guofu Zhou; Yingzi Zhu

Institute
  • Hunan University of Finance and Economics
  • Hunan University - College of Finance and Statistics
  • Washington University in St. Louis
  • Washington University in St. Louis - John M. Olin Business School
  • Tsinghua University
  • Tsinghua University - School of Economics & Management

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