Optimization of Trading Systems and Portfolios

TitleOptimization of Trading Systems and Portfolios
Publication TypeMiscellaneous
Year of Publication1997
AuthorsMoody, J., & Wu L.
Other Numbers473
Bibliographic Notes

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

Abbreviated Authors

J. Moody and L. Wu

ICSI Research Group


ICSI Publication Type