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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. In: (Proceedings) International Workshop on Advances in Machine Learning for Computational Finance.

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Type:Proceedings paper
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:2009-07-20 - 2009-07-21
UCL classification:UCL > School of BEAMS > Faculty of Engineering Science > Computer Science

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