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Scalability of a methodology for generating technical trading rules with GAPs based on risk-return adjustment and incremental training

dc.contributor.authorCal Marín, Enrique Antonio de la 
dc.contributor.authorFernández García, Manuel Enrique 
dc.contributor.authorQuiroga García, Raquel 
dc.contributor.authorVillar Flecha, José Ramón 
dc.contributor.authorSedano Franco, Javier
dc.date.accessioned2013-01-30T10:07:51Z
dc.date.available2013-01-30T10:07:51Z
dc.date.issued2010
dc.identifier.citationLecture Notes in Computer Science, 6077, p. 143-150 (2010); doi:10.1007/978-3-642-13803-4_18spa
dc.identifier.issn0302-9743
dc.identifier.urihttp://hdl.handle.net/10651/8407
dc.format.extentp. 143-150spa
dc.language.isoeng
dc.relation.ispartofLecture Notes in Computer Sciencespa
dc.rights(c) Lecture Notes in Computer Science
dc.sourceScopusspa
dc.source.urihttp://www.scopus.com/inward/record.url?eid=2-s2.0-77954606048&partnerID=40&md5=7d0db4dcaad754d1b67c8d6bb37f8e98
dc.titleScalability of a methodology for generating technical trading rules with GAPs based on risk-return adjustment and incremental trainingspa
dc.typejournal article
dc.identifier.local20100781spa
dc.identifier.doi10.1007/978-3-642-13803-4_18
dc.relation.publisherversionhttp://dx.doi.org/10.1007/978-3-642-13803-4_18spa


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