Abstract
Emerging stock markets provide substantial opportunities for investors. The existing literature shows inconsistency in factor selection and model development in this area. This research exploits a cutting edge quantitative technique-genetic programming, to greatly enhance factor selection and explore nonlinear factor combination. The model developed using the genetic programming process is proven to be powerful, intuitive, robust and consistent.
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Zhou, A. (2003). Enhanced Emerging Market Stock Selection. In: Riolo, R., Worzel, B. (eds) Genetic Programming Theory and Practice. Genetic Programming Series, vol 6. Springer, Boston, MA. https://doi.org/10.1007/978-1-4419-8983-3_18
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DOI: https://doi.org/10.1007/978-1-4419-8983-3_18
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4613-4747-7
Online ISBN: 978-1-4419-8983-3
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