- author = "Garnett Carl Wilson and Wolfgang Banzhaf",
- title = "Soft memory for stock market analysis using linear and developmental genetic programming",
- booktitle = "GECCO '09: Proceedings of the 11th Annual conference on Genetic and evolutionary computation",
- year = "2009",
- editor = "Guenther Raidl and Franz Rothlauf and Giovanni Squillero and Rolf Drechsler and Thomas Stuetzle and Mauro Birattari and Clare Bates Congdon and Martin Middendorf and Christian Blum and Carlos Cotta and Peter Bosman and Joern Grahl and Joshua Knowles and David Corne and Hans-Georg Beyer and Ken Stanley and Julian F. Miller and Jano {van Hemert} and Tom Lenaerts and Marc Ebner and Jaume Bacardit and Michael O'Neill and Massimiliano {Di Penta} and Benjamin Doerr and Thomas Jansen and Riccardo Poli and Enrique Alba",
- pages = "1633--1640",
- address = "Montreal",
- publisher = "ACM",
- publisher_address = "New York, NY, USA",
- month = "8-12 " # jul,
- organisation = "SigEvo",
- keywords = "genetic algorithms, genetic programming",
- isbn13 = "978-1-60558-325-9",
- bibsource = "DBLP, http://dblp.uni-trier.de",
-
DOI = "
doi:10.1145/1569901.1570119",
- abstract = "Recently, a form of memory usage was introduced for genetic programming (GP) called {"}soft memory.{"} Rather than have a new value completely overwrite the old value in a register, soft memory combines the new and old register values. This work examines the performance of a soft memory linear GP and developmental GP implementation for stock trading. Soft memory is known to more slowly adapt solutions compared to traditional GP. Thus, it was expected to perform well on stock data which typically exhibit local turbulence in combination with an overall longer term trend. While soft memory and standard memory were both found to provide similar impressive accuracy in buys that produced profit and sells that prevented losses, the softer memory settings traded more actively. The trading of the softer memory systems produced less substantial cumulative gains than traditional memory settings for the stocks tested with climbing share price trends. However, the trading activity of the softer memory settings had moderate benefits in terms of cumulative profit compared to buy-and-hold strategy for share price trends involving a drop in prices followed later by gains.",
-
notes = "GECCO-2009 A joint meeting of the eighteenth
international conference on genetic algorithms
(ICGA-2009) and the fourteenth annual genetic
programming conference (GP-2009).
ACM Order Number 910092.",
