Evolving Financial Trading Strategies with Vectorial Genetic Programming

Created by W.Langdon from gp-bibliography.bib Revision:1.8528

@InProceedings{menoita:2025:GECCOcomp,

• author = "Rui Menoita and Sara Silva",
• title = "Evolving Financial Trading Strategies with Vectorial Genetic Programming",
• booktitle = "Proceedings of the 2025 Genetic and Evolutionary Computation Conference Companion",
• year = "2025",
• editor = "Roman Kalkreuth and Alexander Brownlee",
• pages = "875--878",
• address = "Malaga, Spain",
• series = "GECCO '25 Companion",
• month = "14-18 " # jul,
• organisation = "SIGEVO",
• publisher = "Association for Computing Machinery",
• publisher_address = "New York, NY, USA",
• keywords = "genetic algorithms, genetic programming, Real World Applications: Poster",
• isbn13 = "979-8-4007-1464-1",
• URL = "https://doi.org/10.1145/3712255.3726703",
• DOI = "doi:10.1145/3712255.3726703",
• size = "4 pages",
• abstract = "Establishing profitable trading strategies in financial markets is a challenging task. While traditional methods like technical analysis have long served as foundational tools for traders to recognize and act upon market patterns, the evolving landscape has called for more advanced techniques. We explore the use of Vectorial Genetic Programming (VGP) for this task, introducing two new variants of VGP, one that allows operations with complex numbers and another that implements a strongly-typed version of VGP. We evaluate the different variants on three financial instruments, with datasets spanning more than seven years. Despite the inherent difficulty of this task, it was possible to evolve profitable trading strategies. A comparative analysis of the three VGP variants and standard GP revealed that standard GP is always among the worst whereas strongly-typed VGP is always among the best.",
• notes = "GECCO-2025 RWA A Recombination of the 34th International Conference on Genetic Algorithms (ICGA) and the 30th Annual Genetic Programming Conference (GP)",

}

Genetic Programming entries for Rui Menoita Sara Silva

Citations