Generating trading rules on the stock markets with genetic programming

Created by W.Langdon from gp-bibliography.bib Revision:1.8051

@Article{Potvin:2004:COR,

• author = "Jean-Yves Potvin and Patrick Soriano and Maxime Vallee",
• title = "Generating trading rules on the stock markets with genetic programming",
• journal = "Computers \& Operations Research",
• year = "2004",
• volume = "31",
• pages = "1033--1047",
• number = "7",
• owner = "wlangdon",
• broken = "http://www.sciencedirect.com/science/article/B6VC5-48GVPS3-1/2/a068a76df94cb8449f6ef7782615fc87",
• month = jun,
• keywords = "genetic algorithms, genetic programming, Trading rules, Stock markets, Technical analysis",
• ISSN = "0305-0548",
• DOI = "doi:10.1016/S0305-0548(03)00063-7",
• abstract = "Technical analysis is aimed at devising trading rules capable of exploiting short-term fluctuations on the financial markets. Recent results indicate that this market timing approach may be a viable alternative to the buy-and-hold approach, where the assets are kept over a relatively long time period. we propose genetic programming as a means to automatically generate such short-term trading rules on the stock markets. Rather than using a composite stock index for this purpose, the trading rules are adjusted to individual stocks. Computational results, based on historical pricing and transaction volume data, are reported for 14 Canadian companies listed on the Toronto stock exchange market.",

}

Genetic Programming entries for Jean-Yves Potvin Patrick Soriano Maxime Vallee

Citations