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",
• title = "Evolving Market Index Trading Rules using Grammatical Evolution",
• booktitle = "Applications of Evolutionary Computing",
• 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",
• year = "2001",
• volume = "2037",
• series = "LNCS",
• pages = "343--352",
• address = "Lake Como, Italy",
• publisher_address = "Berlin",
• month = "18-19 " # apr,
• organisation = "EvoNET",
• publisher = "Springer-Verlag",
• keywords = "genetic algorithms, genetic programming, grammatical evolution",
• ISBN = "3-540-41920-9",
• URL = "http://ncra.ucd.ie/papers/evoiasp2001.ps.gz",
• DOI = "doi:10.1007/3-540-45365-2_36",
• 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