Inspecting the Latent Space of Stock Market Data with Genetic Programming

Created by W.Langdon from gp-bibliography.bib Revision:1.7615

@InProceedings{Ha:2016:GECCOcomp,

• author = "Sungjoo Ha and Sangyeop Lee and Byung-Ro Moon",
• title = "Inspecting the Latent Space of Stock Market Data with Genetic Programming",
• booktitle = "GECCO '16 Companion: Proceedings of the Companion Publication of the 2016 Annual Conference on Genetic and Evolutionary Computation",
• year = "2016",
• editor = "Tobias Friedrich and Frank Neumann and Andrew M. Sutton and Martin Middendorf and Xiaodong Li and Emma Hart and Mengjie Zhang and Youhei Akimoto and Peter A. N. Bosman and Terry Soule and Risto Miikkulainen and Daniele Loiacono and Julian Togelius and Manuel Lopez-Ibanez and Holger Hoos and Julia Handl and Faustino Gomez and Carlos M. Fonseca and Heike Trautmann and Alberto Moraglio and William F. Punch and Krzysztof Krawiec and Zdenek Vasicek and Thomas Jansen and Jim Smith and Simone Ludwig and JJ Merelo and Boris Naujoks and Enrique Alba and Gabriela Ochoa and Simon Poulding and Dirk Sudholt and Timo Koetzing",
• pages = "63--64",
• keywords = "genetic algorithms, genetic programming: Poster",
• month = "20-24 " # jul,
• organisation = "SIGEVO",
• address = "Denver, USA",
• publisher = "ACM",
• publisher_address = "New York, NY, USA",
• isbn13 = "978-1-4503-4323-7",
• DOI = "doi:10.1145/2908961.2909004",
• abstract = "We suggest a method of inspecting the latent space of stock market data using genetic programming. Given black box patterns and (stock, day) tuples a relation matrix is constructed. Applying a low-rank matrix factorization technique to the relation matrix induces a latent vector space. By manipulating the latent vector representations of black box patterns, the geometry of the latent space can be examined. Genetic programming constructs a tree representation corresponding to an arbitrary latent vector representation, allowing us to interpret the result of the inspection.",
• notes = "Distributed at GECCO-2016.",

}

Genetic Programming entries for Sungjoo Ha Sangyeop Lee Byung-Ro Moon

Citations