- author = "Seung-Kyu Lee and Byung Ro Moon",
- title = "Finding attractive rules in stock markets using a modular genetic programming",
- booktitle = "GECCO '09: Proceedings of the 11th Annual conference on Genetic and evolutionary computation",
- year = "2009",
- editor = "Guenther Raidl and Franz Rothlauf and Giovanni Squillero and Rolf Drechsler and Thomas Stuetzle and Mauro Birattari and Clare Bates Congdon and Martin Middendorf and Christian Blum and Carlos Cotta and Peter Bosman and Joern Grahl and Joshua Knowles and David Corne and Hans-Georg Beyer and Ken Stanley and Julian F. Miller and Jano {van Hemert} and Tom Lenaerts and Marc Ebner and Jaume Bacardit and Michael O'Neill and Massimiliano {Di Penta} and Benjamin Doerr and Thomas Jansen and Riccardo Poli and Enrique Alba",
- pages = "1933--1934",
- address = "Montreal",
- publisher = "ACM",
- publisher_address = "New York, NY, USA",
- month = "8-12 " # jul,
- organisation = "SigEvo",
- keywords = "genetic algorithms, genetic programming, Poster",
- isbn13 = "978-1-60558-325-9",
- bibsource = "DBLP, http://dblp.uni-trier.de",
-
DOI = "
doi:10.1145/1569901.1570244",
- abstract = "We propose a new modular genetic programming for finding attractive and statistically sound technical rules. We restrict the problem space using well-known technical rules to discover attractive technical rules. Experimental results show that our modular genetic programming can successfully find unknown attractive technical rules for Korean stock market.",
-
notes = "GECCO-2009 A joint meeting of the eighteenth
international conference on genetic algorithms
(ICGA-2009) and the fourteenth annual genetic
programming conference (GP-2009).
ACM Order Number 910092.",
