- author = "Wei Yan and Christopher D. Clack",
- title = "Behavioural GP diversity for dynamic environments: an application in hedge fund investment",
- booktitle = "{GECCO 2006:} Proceedings of the 8th annual conference on Genetic and evolutionary computation",
- year = "2006",
- editor = "Maarten Keijzer and Mike Cattolico and Dirk Arnold and Vladan Babovic and Christian Blum and Peter Bosman and Martin V. Butz and Carlos {Coello Coello} and Dipankar Dasgupta and Sevan G. Ficici and James Foster and Arturo Hernandez-Aguirre and Greg Hornby and Hod Lipson and Phil McMinn and Jason Moore and Guenther Raidl and Franz Rothlauf and Conor Ryan and Dirk Thierens",
- volume = "2",
- ISBN = "1-59593-186-4",
- pages = "1817--1824",
- address = "Seattle, Washington, USA",
-
URL = "
http://gpbib.cs.ucl.ac.uk/gecco2006/docs/p1817.pdf",
-
DOI = "
doi:10.1145/1143997.1144290",
- publisher = "ACM Press",
- publisher_address = "New York, NY, 10286-1405, USA",
- month = "8-12 " # jul,
- organisation = "ACM SIGEVO (formerly ISGEC)",
- keywords = "genetic algorithms, genetic programming, Real-World Applications, adaptation, diversity, dynamic environment, finance, phenotype",
- size = "8 pages",
- abstract = "We present a new mechanism for preserving phenotypic behavioural diversity in a Genetic Programming application for hedge fund portfolio optimization, and provide experimental results on real-world data that indicate the importance of phenotypic behavioural diversity both in achieving higher fitness and in improving the adaptability of the GP population for continuous learning.",
-
notes = "GECCO-2006 A joint meeting of the fifteenth
international conference on genetic algorithms
(ICGA-2006) and the eleventh annual genetic programming
conference (GP-2006).
ACM Order Number 910060",
