Algorithmic Trading with Developmental and Linear Genetic Programming
Created by W.Langdon from
gp-bibliography.bib Revision:1.7970
- @InCollection{Wilson:2009:GPTP,
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author = "Garnett Wilson and Wolfgang Banzhaf",
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title = "Algorithmic Trading with Developmental and Linear
Genetic Programming",
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booktitle = "Genetic Programming Theory and Practice {VII}",
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year = "2009",
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editor = "Rick L. Riolo and Una-May O'Reilly and
Trent McConaghy",
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series = "Genetic and Evolutionary Computation",
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address = "Ann Arbor",
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month = "14-16 " # may,
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publisher = "Springer",
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chapter = "8",
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pages = "119--134",
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keywords = "genetic algorithms, genetic programming, Developmental
Genetic Programming, Linear Genetic Programming,
Computational Finance",
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isbn13 = "978-1-4419-1653-2",
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DOI = "doi:10.1007/978-1-4419-1626-6_8",
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abstract = "A developmental co-evolutionary genetic programming
approach (PAM DGP) and a standard linear genetic
programming (LGP) stock trading system are applied to a
number of stocks across market sectors. Both GP
techniques were found to be robust to market
fluctuations and reactive to opportunities associated
with stock price rise and fall, with PAMDGP generating
notably greater profit in some stock trend scenarios.
Both algorithms were very accurate at buying to achieve
profit and selling to protect assets, while exhibiting
both moderate trading activity and the ability to
maximise or minimise investment as appropriate. The
content of the trading rules produced by both
algorithms are also examined in relation to stock price
trend scenarios.",
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notes = "part of \cite{Riolo:2009:GPTP}",
- }
Genetic Programming entries for
Garnett Carl Wilson
Wolfgang Banzhaf
Citations