On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?

Nicolas Navet Shu-Heng Chen On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series? 197-210 2008 Natural Computing in Computational Finance http://dx.doi.org/10.1007/978-3-540-77477-8_11 series/sci/2008-100 db/series/sci/sci100.html#NavetC08