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Entropy Rate and Profitability of Technical Analysis: Experiments on the NYSE US 100 Stocks
FREE ARTICLE The entropy rate of a dynamic process measures the uncertainty that remains in the next information produced by the process given complete knowledge of the past. It is thus a natural measure of the difficulty to predict the evolution of the process. T read this
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Financial Data Mining with Genetic Programming: a Survey and Look Forward
FREE ARTICLE Genetic Programming (GP) is an appealing machine-learning technique for tackling financial engineering problems: it belongs to the family of evolutionary algorithms that have proven to be remarkably successful at handling complex optimization problems read this
