- author = "Ivan Contreras and J. Ignacio Hidalgo and Laura Nunez-Letamendia",
- title = "Combining Technical Analysis and Grammatical Evolution in a Trading System",
- booktitle = "Applications of Evolutionary Computing, EvoApplications 2013: EvoCOMNET, EvoCOMPLEX, EvoENERGY, EvoFIN, EvoGAMES, EvoIASP, EvoINDUSTRY, EvoNUM, EvoPAR, EvoRISK, EvoROBOT, EvoSTOC",
- year = "2013",
- month = "3-5 " # apr,
- editor = "Anna I. Esparcia-Alcazar and Antonio Della Cioppa and Ivanoe {De Falco} and Ernesto Tarantino and Carlos Cotta and Robert Schaefer and Konrad Diwold and Kyrre Glette and Andrea Tettamanzi and Alexandros Agapitos and Paolo Burrelli and J. J. Merelo and Stefano Cagnoni and Mengjie Zhang and Neil Urquhart and Kevin Sim and Aniko Ekart and Francisco {Fernandez de Vega} and Sara Silva and Evert Haasdijk and Gusz Eiben and Anabela Simoes and Philipp Rohlfshagen",
- series = "LNCS",
- volume = "7835",
- publisher = "Springer Verlag",
- address = "Vienna",
- publisher_address = "Berlin",
- pages = "244--253",
- organisation = "EvoStar",
- keywords = "genetic algorithms, genetic programming, Grammatical Evolution",
- isbn13 = "978-3-642-37191-2",
-
DOI = "
doi:10.1007/978-3-642-37192-9_25",
- size = "10 pages",
- abstract = "Trading Systems are beneficial for financial investments due to the complexity of nowadays markets. On one hand, finance markets are influenced by a great amount of factors of different sources such as government policies, natural disasters, international trade, political factors etc. On the other hand, traders, brokers or practitioners in general could be affected by human emotions, so their behaviour in the stock market becomes nonobjective. The high pressure induced by handling a large volume of money is the main reason of the so-called market psychology. Trading systems are able to avoid a great amount of these factors, allowing investors to abstract the complex flow of information and the emotions related to the investments. In this paper we compare two trading systems based on Evolutionary Computation. The first is a GA-based one and was already proposed and tested with data from 2006. The second one is a grammatical evolution approach which uses a new evaluation method. Experimental results show that the later outperforms the GA approach with a set of selected companies of the Spanish market with 2012 data.",
-
notes = "
EvoApplications2013 held in conjunction with EuroGP2013, EvoCOP2013, EvoBio'2013 and EvoMusArt2013",
