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Genetic Programming in Statistical Arbitrage Philip Saks PhD Seminar  17.10.2007
Contents ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Introduction ,[object Object],[object Object],[object Object],[object Object]
GP I ,[object Object],[object Object],[object Object],[object Object],[object Object]
GP II ,[object Object],[object Object],[object Object],[object Object]
Clustering of Financial Data
Data  ,[object Object]
Framework ,[object Object],[object Object],[object Object],[object Object]
Results ,[object Object]
Sensitivity Analysis
Stress Testing I
Turnover Analysis
Transaction Cost Implications
Conclusion  ,[object Object],[object Object],[object Object]

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Philip Genetic Programming In Statistical Arbitrage