A new modular genetic programming for finding attractive technical patterns in stock markets

Created by W.Langdon from gp-bibliography.bib Revision:1.8129

@InProceedings{Lee:2010:gecco,

• author = "Seung-Kyu Lee and Byung-Ro Moon",
• title = "A new modular genetic programming for finding attractive technical patterns in stock markets",
• booktitle = "GECCO '10: Proceedings of the 12th annual conference on Genetic and evolutionary computation",
• year = "2010",
• editor = "Juergen Branke and Martin Pelikan and Enrique Alba and Dirk V. Arnold and Josh Bongard and Anthony Brabazon and Juergen Branke and Martin V. Butz and Jeff Clune and Myra Cohen and Kalyanmoy Deb and Andries P Engelbrecht and Natalio Krasnogor and Julian F. Miller and Michael O'Neill and Kumara Sastry and Dirk Thierens and Jano {van Hemert} and Leonardo Vanneschi and Carsten Witt",
• isbn13 = "978-1-4503-0072-8",
• pages = "1219--1226",
• keywords = "genetic algorithms, genetic programming, modular genetic programming, Real world applications",
• month = "7-11 " # jul,
• organisation = "SIGEVO",
• address = "Portland, Oregon, USA",
• DOI = "doi:10.1145/1830483.1830704",
• publisher = "ACM",
• publisher_address = "New York, NY, USA",
• abstract = "We propose a new modular genetic programming for finding attractive and statistically sound technical patterns for stock trading. We restrict the problem space to combinations of modules for more effective space search. We carefully prepared the set of modules based on existing studies of technical indicators and our own experience. Our modular genetic programming successfully found unknown attractive technical patterns for the Korean stock market. A trading simulation with the generated patterns by a commercial tool showed significantly higher accumulative returns than the KOSPI index.",
• notes = "Also known as \cite{1830704} GECCO-2010 A joint meeting of the nineteenth international conference on genetic algorithms (ICGA-2010) and the fifteenth annual genetic programming conference (GP-2010)",

}

Genetic Programming entries for Seung-Kyu Lee Byung-Ro Moon

Citations