Genetic Programming for Financial Time Series Prediction

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

@InProceedings{santini:2001:EuroGP,

• author = "Massimo Santini and Andrea Tettamanzi",
• title = "Genetic Programming for Financial Time Series Prediction",
• booktitle = "Genetic Programming, Proceedings of EuroGP'2001",
• year = "2001",
• editor = "Julian F. Miller and Marco Tomassini and Pier Luca Lanzi and Conor Ryan and Andrea G. B. Tettamanzi and William B. Langdon",
• volume = "2038",
• series = "LNCS",
• pages = "361--370",
• address = "Lake Como, Italy",
• publisher_address = "Berlin",
• month = "18-20 " # apr,
• organisation = "EvoNET",
• publisher = "Springer-Verlag",
• keywords = "genetic algorithms, genetic programming, Time Series prediction, Financial markets, Multi-expression individuals, Genetic operators, Crossover: Poster",
• ISBN = "3-540-41899-7",
• URL = "http://mago.crema.unimi.it/pub/SantiniTettamanzi2001.ps",
• DOI = "doi:10.1007/3-540-45355-5_29",
• size = "10 pages",
• abstract = "This paper describes an application of genetic programming to forecasting financial markets that allowed the authors to rank first in a competition organised within the CEC2000 on Dow Jones Prediction. The approach is substantially driven by the rules of that competition, and is characterised by individuals being made up of multiple GP expressions and specific genetic operators.",
• notes = "EuroGP'2001, part of \cite{miller:2001:gp}",

}

Genetic Programming entries for Massimo Santini Andrea G B Tettamanzi

Citations