Using genetic programming with negative parsimony pressure on exons for portfolio optimization

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

@InProceedings{svangard:2003:ugpwnppoefpo,

• author = "Nils Svangard and Peter Nordin and Stefan Lloyd",
• title = "Using genetic programming with negative parsimony pressure on exons for portfolio optimization",
• booktitle = "Proceedings of the 2003 Congress on Evolutionary Computation CEC2003",
• editor = "Ruhul Sarker and Robert Reynolds and Hussein Abbass and Kay Chen Tan and Bob McKay and Daryl Essam and Tom Gedeon",
• pages = "1014--1017",
• year = "2003",
• publisher = "IEEE Press",
• address = "Canberra",
• publisher_address = "445 Hoes Lane, P.O. Box 1331, Piscataway, NJ 08855-1331, USA",
• month = "8-12 " # dec,
• organisation = "IEEE Neural Network Council (NNC), Engineers Australia (IEAust), Evolutionary Programming Society (EPS), Institution of Electrical Engineers (IEE)",
• keywords = "genetic algorithms, genetic programming, Adaptive systems, Bioinformatics, Genetic mutations, Genomics, Portfolios, Robustness, Testing, Training data, genetics, problem solving, Occam Razor principle, exons, financial portfolio optimisation problem, parsimony pressure",
• ISBN = "0-7803-7804-0",
• DOI = "doi:10.1109/CEC.2003.1299778",
• abstract = "Traditionally Parsimony Pressure has been used with Genetic Programming to reduce the complexity of solutions analogous to the principle of Occam's Razor. But there have been several signs from previous experiments that this reduces the quality of the solutions. In an attempt to counteract this we presents one of the first experiments that try to apply negative parsimony pressure on genetic programming, ie. we prefer complex solutions rather than simpler ones. This system is then applied on a financial portfolio optimisation problem to test it's performance on real world data. Our results indicate that negative parsimony pressure work better than regular parsimony pressure on average, and it's almost always better to use some kind of parsimony pressure than not.",
• notes = "CEC 2003 - A joint meeting of the IEEE, the IEAust, the EPS, and the IEE.",

}

Genetic Programming entries for Nils Svangard Peter Nordin Stefan Lloyd

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