The forecast quality of cboe implied volatility indexes, Journal of Futures Markets, vol.25, issue.4, pp.339-373, 2005. ,
Selecting the best forecasting-implied volatility model using genetic programming, Journal of Applied Mathematics and Decision Sciences, 2009. ,
Applying dynamic training-subset selection methods using genetic programming for forecasting implied volatility, Computational Intelligence, 2014. ,
URL : https://hal.archives-ouvertes.fr/hal-02286864
Efficient selectivity and backup operators in Monte-Carlo tree search, Computers and Games, 5th International Conference, vol.4630, pp.72-83, 2006. ,
URL : https://hal.archives-ouvertes.fr/inria-00116992
Bandit based Monte-Carlo planning, 17th European Conference on Machine Learning (ECML'06), ser. LNCS, vol.4212, pp.282-293, 2006. ,
Nested Monte-Carlo Search, pp.456-461, 2009. ,
URL : https://hal.archives-ouvertes.fr/hal-02310192
A new approach to the snake-in-the-box problem, ECAI 2012, pp.462-467, 2012. ,
Investigating monte-carlo methods on the weak schur problem, Evolutionary Computation in Combinatorial Optimization -13th European Conference, pp.191-201, 2013. ,
URL : https://hal.archives-ouvertes.fr/hal-01406479
Monte-Carlo bus regulation, pp.340-345, 2009. ,
Optimization of the nested monte-carlo algorithm on the traveling salesman problem with time windows, Applications of Evolutionary Computation -EvoApplications 2011: EvoCOMNET, EvoFIN, EvoHOT, EvoMUSART, EvoSTIM, and EvoTRANSLOG, pp.501-510, 2011. ,
URL : https://hal.archives-ouvertes.fr/inria-00563668
Generating structured test data with specific properties using nested monte-carlo search, Genetic and Evolutionary Computation Conference, GECCO '14, pp.1279-1286, 2014. ,
Nested rollout policy adaptation for Monte Carlo tree search, IJCAI, pp.649-654, 2011. ,
Algorithm and knowledge engineering for the TSPTW problem, 2013 IEEE Symposium on Computational Intelligence in Scheduling, pp.44-51, 2013. ,
URL : https://hal.archives-ouvertes.fr/hal-01406484
Monte-carlo tree search for the multiple sequence alignment problem, Eighth Annual Symposium on Combinatorial Search, 2015. ,
The pricing of options and corporate liabilities, Journal of Political Economy, vol.81, issue.3, pp.637-654, 1973. ,
Autoregressive conditional heteroscedasticity with estimates of the variance of united kingdom inflation, Econometrica, vol.50, issue.4, pp.987-1007, 1982. ,
Generalized autoregressive conditional heteroskedasticity, Journal of Econometrics, vol.31, issue.3, pp.307-327, 1986. ,
An engineering approach to forecast volatility of financial indices, International Journal of Computational Intelligence, vol.3, issue.1, pp.23-35, 2006. ,
Nested monte-carlo expression discovery, ECAI 2010 -19th European Conference on Artificial Intelligence, pp.1057-1058, 2010. ,
URL : https://hal.archives-ouvertes.fr/hal-02092940
, Monte-carlo expression discovery, International Journal on Artificial Intelligence Tools, vol.22, issue.1, 2013.
Predicting prime numbers using cartesian genetic programming, Genetic Programming, vol.4445, pp.205-216, 2007. ,
Genetic programming for finite algebras, Genetic And Evolutionary Computation Conference, pp.1291-1298, 2008. ,
Genetic Programming: On the Programming of Computers by Natural Selection, 1992. ,
A puzzle to challenge genetic programming, Genetic Programming, vol.2278, pp.136-147, 2002. ,
An analysis of the max problem in genetic programming, pp.222-230, 1997. ,
Combining UCT and Nested Monte Carlo Search for single-player general game playing, IEEE Transactions on Computational Intelligence and AI in Games, vol.2, issue.4, pp.271-277, 2010. ,
Using genetic programming to model volatility in financial time series: the cases of nikkei 225 and s&p 500, Genetic programming 1997: Proceedings of the second annual conference, 1997. ,
Genetic programming with syntactic restrictions applied to financial volatility forecasting, Computational Methods in Decision-Making, pp.557-581, 2002. ,
Predicting exchange rate volatility: Genetic programming vs. garch and risk metrics, Louis Working Paper Series, 2001. ,