A new modular genetic programming for finding attractive technical patterns in stock markets
Created by W.Langdon from
gp-bibliography.bib Revision:1.7964
- @InProceedings{Lee:2010:gecco,
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author = "Seung-Kyu Lee and Byung-Ro Moon",
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title = "A new modular genetic programming for finding
attractive technical patterns in stock markets",
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booktitle = "GECCO '10: Proceedings of the 12th annual conference
on Genetic and evolutionary computation",
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year = "2010",
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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",
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isbn13 = "978-1-4503-0072-8",
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pages = "1219--1226",
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keywords = "genetic algorithms, genetic programming, modular
genetic programming, Real world applications",
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month = "7-11 " # jul,
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organisation = "SIGEVO",
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address = "Portland, Oregon, USA",
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DOI = "doi:10.1145/1830483.1830704",
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publisher = "ACM",
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publisher_address = "New York, NY, USA",
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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.",
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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