Strategy Tree Construction and Optimization with Genetic Programming

Created by W.Langdon from gp-bibliography.bib Revision:1.8154

@InProceedings{conf/icaart/XuQJ13,

• author = "Chi Xu and Jianxiong Qiao and Na Jia",
• title = "Strategy Tree Construction and Optimization with Genetic Programming",
• booktitle = "International Conference on Agents and Artificial Intelligence (ICAART 2013)",
• year = "2013",
• editor = "Joaquim Filipe and Ana L. N. Fred",
• pages = "425--428",
• address = "Barcelona, Spain",
• month = "15-18 " # feb,
• publisher = "SciTePress",
• keywords = "genetic algorithms, genetic programming, artificial intelligence, evolutionary algorithm, machine learning, regressive decision rule",
• bibdate = "2013-10-01",
• bibsource = "DBLP, http://dblp.uni-trier.de/db/conf/icaart/icaart2013-2.html#XuQJ13",
• isbn13 = "978-989-8565-39-6",
• URL = "http://www.scitepress.org/DigitalLibrary/Link.aspx?doi=10.5220/0004201104250428",
• DOI = "doi:10.5220/0004201104250428",
• abstract = "We applied genetic programming (GP) to search for a strategy in a technical analysis (TA) indicator candidate pool for stock market trading and optimised it through historical data. The method provides decision rule optimisation scheme to deal with problems in the real trading in financial market, and it optimises strategies in relatively complicated contents. GP is used to construct the condition in decision rule with different logical operations. The method has been applied to the optimisation of investment strategies with good return results in simulation experiments.",
• notes = "Chi Xu, Jianxiong Qiao, Na Jia - North China University of Technology, China",

}

Genetic Programming entries for Chi Xu Jianxiong Qiao Na Jia

Citations