Combining Technical Analysis and Grammatical Evolution in a Trading System
Created by W.Langdon from
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- @InProceedings{Contreras:evoapps13,
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author = "Ivan Contreras and J. Ignacio Hidalgo and
Laura Nunez-Letamendia",
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title = "Combining Technical Analysis and Grammatical Evolution
in a Trading System",
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booktitle = "Applications of Evolutionary Computing,
EvoApplications 2013: EvoCOMNET, EvoCOMPLEX, EvoENERGY,
EvoFIN, EvoGAMES, EvoIASP, EvoINDUSTRY, EvoNUM, EvoPAR,
EvoRISK, EvoROBOT, EvoSTOC",
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year = "2013",
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month = "3-5 " # apr,
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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",
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series = "LNCS",
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volume = "7835",
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publisher = "Springer Verlag",
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address = "Vienna",
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publisher_address = "Berlin",
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pages = "244--253",
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organisation = "EvoStar",
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keywords = "genetic algorithms, genetic programming, Grammatical
Evolution",
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isbn13 = "978-3-642-37191-2",
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DOI = "doi:10.1007/978-3-642-37192-9_25",
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size = "10 pages",
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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.",
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notes = "
EvoApplications2013 held in conjunction with
EuroGP2013, EvoCOP2013, EvoBio'2013 and EvoMusArt2013",
- }
Genetic Programming entries for
Ivan Contreras
Jose Ignacio Hidalgo Perez
Laura Nunez-Letamendia
Citations