Cooperative Coevolution of Technical Trading Rules

Created by W.Langdon from gp-bibliography.bib Revision:1.7656

@TechReport{becker:2003-15,

• author = "Lee A. Becker and Mukund Seshadri",
• title = "Cooperative Coevolution of Technical Trading Rules",
• institution = "Worcester Polytechnic Institute",
• year = "2003",
• month = may,
• email = "mukund@cs.wpi.edu",
• keywords = "genetic algorithms, genetic programming",
• URL = "ftp://ftp.cs.wpi.edu/pub/techreports/pdf/03-15.pdf",
• abstract = "This paper describes how cooperative coevolution can be used for GP of technical trading rules. A number of different methods of choosing collaborators for fitness evaluation are investigated. Several of the methods outperformed, at a statistically significant level, a buy-and-hold strategy for the S&P500 on the testing period from 1990-2002, even taking into account transaction costs.",

}

Genetic Programming entries for Lee A Becker Mukund Seshadri

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