- author = "Wei Yan and Christopher D. Clack",
- title = "Behavioural GP diversity for adaptive stock selection",
- 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 = "1641--1648",
- address = "Montreal",
- publisher = "ACM",
- publisher_address = "New York, NY, USA",
- month = "8-12 " # jul,
- organisation = "SigEvo",
- keywords = "genetic algorithms, genetic programming",
- isbn13 = "978-1-60558-325-9",
- bibsource = "DBLP, http://dblp.uni-trier.de",
-
DOI = "
doi:10.1145/1569901.1570120",
- abstract = "We present a new mechanism for preserving phenotypic behavioural diversity in Genetic Programming. We provide a real-world case study for hedge fund portfolio optimization, and experimental results on real-world data that indicate the importance of phenotypic behavioural diversity both in achieving higher fitness and in improving the robustness of the GP population for continuous learning.",
-
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.",
