Industry Based Fundamental Analysis: Using Neural Networks and a Dual-Layered Genetic Algorithm Approach
This research tests the ability of artificial learning methodologies to map market returns better than logistic regression. The learning methodologies used are neural networks and dual-layered genetic algorithms. These methodologies are used to develop a trading strategy to generate excess returns....
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/40422 http://scholar.lib.vt.edu/theses/available/etd-121498-112557/ |