Harold Fox

Massachusetts Institute of Technology (MIT)

77 Massachusetts Avenue

50 Memorial Drive

Cambridge, MA 02139-4307

United States

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Scholarly Papers (1)

1.

An Empirical Study of Multi-Objective Algorithms for Stock Ranking

Genetic Programming Theory and Practice, 2007
Number of pages: 16 Posted: 26 Jun 2007
Ying L. Becker, Harold Fox and Peng Fei
IBS, Massachusetts Institute of Technology (MIT) and State Street Global Advisors
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Abstract:

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genetic programming, multi-objective algorithm, equity market, stock selection, quantitative asset management