Publication Details

Title: Optimization of Trading Systems and Portfolios
Author: J. Moody and L. Wu
Group: Algorithms
Date: 1997
PDF: [Not available online]

Bibliographic Information:
Decision Technologies for Financial Engineering, Y. Abu-Mostafa, A. N. Refenes, and A. S. Weigend, eds., World Scientific, London, 1997.

Bibliographic Reference:
J. Moody and L. Wu. Optimization of Trading Systems and Portfolios. Decision Technologies for Financial Engineering, Y. Abu-Mostafa, A. N. Refenes, and A. S. Weigend, eds., World Scientific, London, 1997., 1997