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We propose Genetic Network Programming with changing structures(GNP-cs), a novel evolutionary based algorithm to approximate these relationships through graph networks, and build asset selection models to identify the prospective stocks in the context of changing environments. GNP-cs uses functionally distributed systems to monitor the change of the economic environment and execute the strategy for stock selection adaptively. The comparison shows that the proposed scheme outperforms the standard stock selection styles using the stocks listed in the Russell 3000 Index.
This paper suggests that the use of evolutionary computing techniques is an excellent tool to tackle the stock selection problem, whose advantages imply the usefulness to manage the risk and safeguard investments.",
ACM Order Number 910112.",
Genetic Programming entries for Victor Parque Shingo Mabu Kotaro Hirasawa