- author = "Wei Yan and Christopher D. Clack",
- title = "Evolving robust GP solutions for hedge fund stock selection in emerging markets",
- booktitle = "GECCO '07: Proceedings of the 9th annual conference on Genetic and evolutionary computation",
- year = "2007",
- editor = "Dirk Thierens and Hans-Georg Beyer and Josh Bongard and Jurgen Branke and John Andrew Clark and Dave Cliff and Clare Bates Congdon and Kalyanmoy Deb and Benjamin Doerr and Tim Kovacs and Sanjeev Kumar and Julian F. Miller and Jason Moore and Frank Neumann and Martin Pelikan and Riccardo Poli and Kumara Sastry and Kenneth Owen Stanley and Thomas Stutzle and Richard A Watson and Ingo Wegener",
- volume = "2",
- isbn13 = "978-1-59593-697-4",
- pages = "2234--2241",
- address = "London",
-
URL = "
http://gpbib.cs.ucl.ac.uk/gecco2007/docs/p2234.pdf",
-
URL = "
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.141.7354",
-
DOI = "
doi:10.1145/1276958.1277384",
- publisher = "ACM Press",
- publisher_address = "New York, NY, USA",
- month = "7-11 " # jul,
- organisation = "ACM SIGEVO (formerly ISGEC)",
- keywords = "genetic algorithms, genetic programming, Real-World Applications, adaptation, diversity, dynamic environments, finance, phenotype",
- oai = "oai:CiteSeerXPSU:10.1.1.141.7354",
- abstract = "Stock selection for hedge fund portfolios is a challenging problem for Genetic Programming (GP) because the markets (the environment in which the GP solution must survive) are dynamic, unpredictable and unforgiving. How can GP be improved so that solutions are produced that are robust to non-trivial changes in the environment? We explore an approach that uses subsets of extreme environments during training.",
-
notes = "GECCO-2007 A joint meeting of the sixteenth
international conference on genetic algorithms
(ICGA-2007) and the twelfth annual genetic programming
conference (GP-2007).
ACM Order Number 910071",
