- author = "Alexandros Agapitos and Michael O'Neill and Anthony Brabazon",
- title = "Stateful program representations for evolving technical trading rules",
- booktitle = "GECCO '11: Proceedings of the 13th annual conference companion on Genetic and evolutionary computation",
- year = "2011",
- editor = "Natalio Krasnogor and Pier Luca Lanzi and Andries Engelbrecht and David Pelta and Carlos Gershenson and Giovanni Squillero and Alex Freitas and Marylyn Ritchie and Mike Preuss and Christian Gagne and Yew Soon Ong and Guenther Raidl and Marcus Gallager and Jose Lozano and Carlos Coello-Coello and Dario Landa Silva and Nikolaus Hansen and Silja Meyer-Nieberg and Jim Smith and Gus Eiben and Ester Bernado-Mansilla and Will Browne and Lee Spector and Tina Yu and Jeff Clune and Greg Hornby and Man-Leung Wong and Pierre Collet and Steve Gustafson and Jean-Paul Watson and Moshe Sipper and Simon Poulding and Gabriela Ochoa and Marc Schoenauer and Carsten Witt and Anne Auger",
- isbn13 = "978-1-4503-0690-4",
- keywords = "genetic algorithms, genetic programming: Poster",
- pages = "199--200",
- month = "12-16 " # jul,
- organisation = "SIGEVO",
- address = "Dublin, Ireland",
-
DOI = "
doi:10.1145/2001858.2001969",
- publisher = "ACM",
- publisher_address = "New York, NY, USA",
- abstract = "A family of stateful program representations in grammar-based Genetic Programming are being compared against their stateless counterpart in the problem of binary classification of sequences of daily prices of a financial asset. Empirical results suggest that stateful classifiers learn as fast as stateless ones but generalise better to unseen data, rendering this form of program representation strongly appealing to the automatic programming of technical trading rules.",
-
notes = "Also known as \cite{2001969} Distributed on CD-ROM at
GECCO-2011.
ACM Order Number 910112.",
