Forecasting Market Indices Using Evolutionary Automatic Programming

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

@InCollection{O'Neill:2002:gagpcf,

• author = "Michael O'Neill and Anthony Brabazon and Conor Ryan",
• title = "Forecasting Market Indices Using Evolutionary Automatic Programming",
• booktitle = "Genetic Algorithms and Genetic Programming in Computational Finance",
• publisher = "Kluwer Academic Press",
• year = "2002",
• editor = "Shu-Heng Chen",
• chapter = "8",
• pages = "175--195",
• keywords = "genetic algorithms, genetic programming, Grammatical Evolution, Evolutionary Automatic Programming, Market Indices, Technical Trading Rules, FTSE, DAX, Nikkei",
• ISBN = "0-7923-7601-3",
• URL = "http://www.springer.com/economics/economic+theory/book/978-0-7923-7601-9",
• DOI = "doi:10.1007/978-1-4615-0835-9_8",
• 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.",
• notes = "part of \cite{chen:2002:gagpcf}",

}

Genetic Programming entries for Michael O'Neill Anthony Brabazon Conor Ryan

Citations