Grammatical Evolution in Finance and Economics: A Survey
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- @InCollection{Brabazon:2018:hbge,
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author = "Anthony Brabazon",
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title = "Grammatical Evolution in Finance and Economics: A
Survey",
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booktitle = "Handbook of Grammatical Evolution",
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publisher = "Springer",
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year = "2018",
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editor = "Conor Ryan and Michael O'Neill and J. J. Collins",
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chapter = "11",
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pages = "263--288",
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keywords = "genetic algorithms, genetic programming, Grammatical
Evolution",
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isbn13 = "978-3-319-78716-9",
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DOI = "doi:10.1007/978-3-319-78717-6_11",
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abstract = "Finance was one of the earliest application domains
for Grammatical Evolution (GE). Since the first such
study in 2001, well in excess of 100 studies have been
published employing GE for a diverse range of purposes
encompassing financial trading, credit-risk modelling,
supply chain management, detection of tax
non-compliance, and corporate strategy modelling. This
chapter surveys a sample of this work and in doing so,
suggests some future directions for the application of
GE in finance and economics.",
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notes = "Part of \cite{Ryan:2018:hbge}",
- }
Genetic Programming entries for
Anthony Brabazon
Citations