Inspecting the Latent Space of Stock Market Data with Genetic Programming
Created by W.Langdon from
gp-bibliography.bib Revision:1.7954
- @InProceedings{Ha:2016:GECCOcomp,
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author = "Sungjoo Ha and Sangyeop Lee and Byung-Ro Moon",
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title = "Inspecting the Latent Space of Stock Market Data with
Genetic Programming",
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booktitle = "GECCO '16 Companion: Proceedings of the Companion
Publication of the 2016 Annual Conference on Genetic
and Evolutionary Computation",
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year = "2016",
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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",
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pages = "63--64",
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keywords = "genetic algorithms, genetic programming: Poster",
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month = "20-24 " # jul,
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organisation = "SIGEVO",
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address = "Denver, USA",
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publisher = "ACM",
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publisher_address = "New York, NY, USA",
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isbn13 = "978-1-4503-4323-7",
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DOI = "doi:10.1145/2908961.2909004",
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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.",
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notes = "Distributed at GECCO-2016.",
- }
Genetic Programming entries for
Sungjoo Ha
Sangyeop Lee
Byung-Ro Moon
Citations