Evolving Market Index Trading Rules using Grammatical Evolution
Created by W.Langdon from
gp-bibliography.bib Revision:1.7421
- @InProceedings{oneill:2001:EvoWorkshops,
-
author = "Michael O'Neill and Anthony Brabazon and
Conor Ryan and J. J. Collins",
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title = "Evolving Market Index Trading Rules using Grammatical
Evolution",
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booktitle = "Applications of Evolutionary Computing",
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editor = "Egbert J. W. Boers and Stefano Cagnoni and
Jens Gottlieb and Emma Hart and Pier Luca Lanzi and
Gunther R. Raidl and Robert E. Smith and Harald Tijink",
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year = "2001",
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volume = "2037",
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series = "LNCS",
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pages = "343--352",
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address = "Lake Como, Italy",
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publisher_address = "Berlin",
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month = "18-19 " # apr,
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organisation = "EvoNET",
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publisher = "Springer-Verlag",
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keywords = "genetic algorithms, genetic programming, grammatical
evolution",
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ISBN = "3-540-41920-9",
-
URL = "
http://ncra.ucd.ie/papers/evoiasp2001.ps.gz",
-
DOI = "
doi:10.1007/3-540-45365-2_36",
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size = "10 pages",
-
abstract = "This study examines the potential of an evolutionary
automatic programming methodology to uncover a series
of useful technical trading rules for the UK FTSE 100
stock index. Index values for the period 26/4/1984 to
4/12/1997 are used to train and test the model. The
preliminary findings indicate that the methodology has
much potential, outperforming the benchmark strategy
adopted.",
-
notes = "EvoWorkshops2001. One of the better GA for stock
market prediction papers",
- }
Genetic Programming entries for
Michael O'Neill
Anthony Brabazon
Conor Ryan
John James Collins
Citations