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Cartesian Genetic Programming approach to find a best regression model between Credit Default Swap spreads and Bond Yields

Zangeneh, L; Bentley, PJ; (2009) Cartesian Genetic Programming approach to find a best regression model between Credit Default Swap spreads and Bond Yields. Presented at: International Workshop on Advances in Machine Learning for Computational Finance.

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Type: Conference item (UNSPECIFIED)
Title: Cartesian Genetic Programming approach to find a best regression model between Credit Default Swap spreads and Bond Yields
Event: International Workshop on Advances in Machine Learning for Computational Finance
Dates: 20 July 2009 - 21 July 2009
UCL classification: UCL > School of BEAMS > Faculty of Engineering Science
UCL > School of BEAMS > Faculty of Engineering Science > Computer Science
URI: http://discovery.ucl.ac.uk/id/eprint/171696
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