Evolving Short-Term Trading Strategies Using Genetic Programming

Created by W.Langdon from gp-bibliography.bib Revision:1.8051

@InProceedings{svangard:2002:estsugp,

• author = "Nils Svangard and Stefan Lloyd and Peter Nordin and Clas Wihlborg",
• title = "Evolving Short-Term Trading Strategies Using Genetic Programming",
• booktitle = "Proceedings of the 2002 Congress on Evolutionary Computation CEC2002",
• editor = "David B. Fogel and Mohamed A. El-Sharkawi and Xin Yao and Garry Greenwood and Hitoshi Iba and Paul Marrow and Mark Shackleton",
• pages = "2006--2010",
• year = "2002",
• publisher = "IEEE Press",
• publisher_address = "445 Hoes Lane, P.O. Box 1331, Piscataway, NJ 08855-1331, USA",
• organisation = "IEEE Neural Network Council (NNC), Institution of Electrical Engineers (IEE), Evolutionary Programming Society (EPS)",
• ISBN = "0-7803-7278-6",
• month = "12-17 " # may,
• notes = "CEC 2002 - A joint meeting of the IEEE, the Evolutionary Programming Society, and the IEE. Held in connection with the World Congress on Computational Intelligence (WCCI 2002)",
• keywords = "genetic algorithms, genetic programming, buy and hold strategy, financial securities, individual stock, intraday trading strategy, linear genetic programming, short-term trading strategies, soft computing, artificial intelligence, economic cybernetics, securities trading, software agents",
• DOI = "doi:10.1109/CEC.2002.1004551",
• abstract = "We have used a linear Genetic Programming system with a multitude of different quotes on financial securities as input in order to evolve an intraday trading strategy for an individual stock, attempting to outperform a simple buy and hold strategy over the same period of time.",

}

Genetic Programming entries for Nils Svangard Stefan Lloyd Peter Nordin Clas Wihlborg

Citations