Applying Genetic Regulatory Networks to Index Trading

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

@InProceedings{conf/ppsn/NicolauOB12,

• author = "Miguel Nicolau and Michael O'Neill and Anthony Brabazon",
• title = "Applying Genetic Regulatory Networks to Index Trading",
• booktitle = "Parallel Problem Solving from Nature, PPSN XII (part 2)",
• year = "2012",
• editor = "Carlos A. {Coello Coello} and Vincenzo Cutello and Kalyanmoy Deb and Stephanie Forrest and Giuseppe Nicosia and Mario Pavone",
• volume = "7492",
• series = "Lecture Notes in Computer Science",
• pages = "428--437",
• address = "Taormina, Italy",
• month = sep # " 1-5",
• publisher = "Springer",
• keywords = "genetic algorithms, genetic programming, index trading, finance",
• isbn13 = "978-3-642-32964-7",
• DOI = "doi:10.1007/978-3-642-32964-7_43",
• size = "10 pages",
• abstract = "This paper explores the computational power of genetic regulatory network models, and the practicalities of applying these to real-world problems. The specific domain of financial trading is tackled; this is a problem where time-dependent decisions are critical, and as such benefits from the differential gene expression that these networks provide. The results obtained are on par with the best found in the literature, and highlight the applicability of these models to this type of problem.",
• bibsource = "DBLP, http://dblp.uni-trier.de",
• affiliation = "Natural Computing Research and Applications Group, University College Dublin, Ireland",

}

Genetic Programming entries for Miguel Nicolau Michael O'Neill Anthony Brabazon

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