Applications of genetic programming to finance and economics: past, present, future
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- @Article{Brabazon:GPEM20,
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author = "Anthony Brabazon and Michael Kampouridis and
Michael O'Neill",
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title = "Applications of genetic programming to finance and
economics: past, present, future",
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journal = "Genetic Programming and Evolvable Machines",
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year = "2020",
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volume = "21",
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number = "1-2",
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pages = "33--53",
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month = jun,
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note = "Twentieth Anniversary Issue",
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keywords = "genetic algorithms, genetic programming, Finance,
Economics, Quantitative trading",
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ISSN = "1389-2576",
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DOI = "doi:10.1007/s10710-019-09359-z",
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size = "21 pages",
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abstract = "While the origins of genetic programming (GP) stretch
back over 50 years, the field of GP was invigorated by
John Koza popularisation of the methodology in the
1990s. A particular feature of the GP literature since
then has been a strong interest in the application of
GP to real-world problem domains. One application
domain which has attracted significant attention is
that of finance and economics, with several hundred
papers from this subfield being listed in the GP
bibliography. In this article we outline why finance
and economics has been a popular application area for
GP and briefly indicate the wide span of this work.
However, despite this research effort there is
relatively scant evidence of the usage of GP by the
mainstream finance community in academia or industry.
We speculate why this may be the case, describe what is
needed to make this research more relevant from a
finance perspective, and suggest some future directions
for the application of GP in finance and economics.",
- }
Genetic Programming entries for
Anthony Brabazon
Michael Kampouridis
Michael O'Neill
Citations