Toward a computable approach to the efficient market hypothesis: An application of genetic programming

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 1997

Volume: 21

Issue: 6

Pages: 1043-1063

Authors (2)

Chen, Shu-Heng (National Chengchi University) Yeh, Chia-Hsuan (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count