Algorithmic Trading with Developmental and Linear Genetic Programming

Created by W.Langdon from gp-bibliography.bib Revision:1.8051

@InCollection{Wilson:2009:GPTP,

• author = "Garnett Wilson and Wolfgang Banzhaf",
• title = "Algorithmic Trading with Developmental and Linear Genetic Programming",
• booktitle = "Genetic Programming Theory and Practice {VII}",
• year = "2009",
• editor = "Rick L. Riolo and Una-May O'Reilly and Trent McConaghy",
• series = "Genetic and Evolutionary Computation",
• address = "Ann Arbor",
• month = "14-16 " # may,
• publisher = "Springer",
• chapter = "8",
• pages = "119--134",
• keywords = "genetic algorithms, genetic programming, Developmental Genetic Programming, Linear Genetic Programming, Computational Finance",
• isbn13 = "978-1-4419-1653-2",
• DOI = "doi:10.1007/978-1-4419-1626-6_8",
• 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.",
• notes = "part of \cite{Riolo:2009:GPTP}",

}

Genetic Programming entries for Garnett Carl Wilson Wolfgang Banzhaf

Citations