Forecasting Market Indices Using Evolutionary Automatic Programming
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- @InCollection{O'Neill:2002:gagpcf,
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author = "Michael O'Neill and Anthony Brabazon and Conor Ryan",
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title = "Forecasting Market Indices Using Evolutionary
Automatic Programming",
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booktitle = "Genetic Algorithms and Genetic Programming in
Computational Finance",
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publisher = "Kluwer Academic Press",
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year = "2002",
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editor = "Shu-Heng Chen",
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chapter = "8",
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pages = "175--195",
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keywords = "genetic algorithms, genetic programming, Grammatical
Evolution, Evolutionary Automatic Programming, Market
Indices, Technical Trading Rules, FTSE, DAX, Nikkei",
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ISBN = "0-7923-7601-3",
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URL = "http://www.springer.com/economics/economic+theory/book/978-0-7923-7601-9",
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DOI = "doi:10.1007/978-1-4615-0835-9_8",
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abstract = "examines the potential of an evolutionary automatic
programming methodology, Grammatical Evolution, to
uncover a series of useful technical trading rules for
market indices. A number of markets are analysed; these
are the UK's FTSE, Japan's Nikkei, and the German DAX.
The preliminary findings indicate that the methodology
has much potential.",
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notes = "part of \cite{chen:2002:gagpcf}",
- }
Genetic Programming entries for
Michael O'Neill
Anthony Brabazon
Conor Ryan
Citations