Trading and hedging in S&P 500 spot and futures markets using genetic programming
Version of Record online: 2 NOV 2000
Copyright © 2000 John Wiley & Sons, Inc.
Journal of Futures Markets
Special Issue: Special Issue on Trading
Volume 20, Issue 10, pages 911–942, November 2000
How to Cite
Wang, J. (2000), Trading and hedging in S&P 500 spot and futures markets using genetic programming. J. Fut. Mark., 20: 911–942. doi: 10.1002/1096-9934(200011)20:10<911::AID-FUT3>3.0.CO;2-K
- Issue online: 2 NOV 2000
- Version of Record online: 2 NOV 2000
- Manuscript Accepted: MAR 2000
- Manuscript Received: OCT 1999
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