Genetic Programming Applications in Financial Modelling: A Brief Survey

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

@InProceedings{yin:2008:WSSEC,

• author = "Zheng Yin and Anthony Brabazon and Conall O'Sullivan",
• title = "Genetic Programming Applications in Financial Modelling: A Brief Survey",
• booktitle = "Workshop/Summer School on Evolutionary Computing Lecture Series by Pioneers (WSSEC 2008)",
• year = "2008",
• editor = "T. M. McGinnity",
• pages = "30--33",
• address = "Londonderry, UK",
• month = "18-22 " # aug,
• organisation = "School of Computing and Intelligent Systems, University of Ulster",
• keywords = "genetic algorithms, genetic programming",
• URL = "http://www.cs.ucl.ac.uk/staff/W.Langdon/ftp/papers/yin_2008_WSSEC.pdf",
• size = "4 pages",
• abstract = "Genetic Programming (GP) is an automated computational programming methodology, inspired by the workings of natural evolution techniques. This paper reviews its applications in financial modelling cross different financial markets and analyses GP potential utility in these areas. The future research directions of GP in financial markets have been highlighted.",

}

Genetic Programming entries for Zheng Yin Anthony Brabazon Conall O'Sullivan

Citations