Constant Generation for the Financial Domain using Grammatical Evolution

Created by W.Langdon from gp-bibliography.bib Revision:1.7630

@InProceedings{dempsey:gecco05ws,

• author = "Ian Dempsey",
• title = "Constant Generation for the Financial Domain using Grammatical Evolution",
• booktitle = "Genetic and Evolutionary Computation Conference {(GECCO2005)} workshop program",
• year = "2005",
• month = "25-29 " # jun,
• editor = "Franz Rothlauf and Misty Blowers and J{\"u}rgen Branke and Stefano Cagnoni and Ivan I. Garibay and Ozlem Garibay and J{\"o}rn Grahl and Gregory Hornby and Edwin D. {de Jong} and Tim Kovacs and Sanjeev Kumar and Claudio F. Lima and Xavier Llor{\`a} and Fernando Lobo and Laurence D. Merkle and Julian Miller and Jason H. Moore and Michael O'Neill and Martin Pelikan and Terry P. Riopka and Marylyn D. Ritchie and Kumara Sastry and Stephen L. Smith and Hal Stringer and Keiki Takadama and Marc Toussaint and Stephen C. Upton and Alden H. Wright",
• publisher = "ACM Press",
• address = "Washington, D.C., USA",
• keywords = "genetic algorithms, genetic programming, grammatical evolution",
• pages = "350--353",
• URL = "http://gpbib.cs.ucl.ac.uk/gecco2005wks/papers/0350.pdf",
• abstract = "This study reports the work to date on the analysis of different methodologies for constant creation with the aim of applying the most advantageous method to the dynamic real world problem of a live trading system. The methodologies explored here are Digit Concatenation and Grammatical Ephemeral Random Constants with clear advantages identified for a digit concatenation approach in combination with the ability to form new constants through their recombination within expressions.",
• notes = "Distributed on CD-ROM at GECCO-2005. ACM 1-59593-097-3/05/0006",

}

Genetic Programming entries for Ian Dempsey

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