@inbook {IOPORT.05931072,
    author       = {Azzini, Antonia and Dragoni, Mauro and Tettamanzi, Andrea G.B.},
    title        = {Using evolutionary neural networks to test the influence of the choice of numeraire on financial time series modeling.},
    year         = {2011},
    booktitle    = {Applications of evolutionary computation. EvoApplications 2011: EvoCOMNET, EvoFIN, EvoHOT, EvoMUSART, EvoSTIM, and EvoTRANSLOG, Torino, Italy, April 27--29, 2011. Proceedings, Part II},
    isbn         = {978-3-642-20519-4},
    pages        = {81-90},
    publisher    = {Berlin: Springer},
    doi          = {10.1007/978-3-642-20520-0_9},
    abstract     = {Summary: This work presents an evolutionary solution that aims to test the influence of the choice of numeraire on financial time series modeling. In particular, the method used in such a problem is to apply a very powerful natural computing analysis tool, namely evolutionary neural networks, based on the joint evolution of the topology and the connection weights together with a novel similarity-based crossover, to a couple of very liquid financial time series expressed in their trading currency and several alternative numeraires like gold, silver, and a currency like the euro, which is intended to be stable `by design', and compare the results.},
    identifier   = {05931072},
}