Prediction of Interday Stock Prices using Developmental and Linear Genetic Programming
Created by W.Langdon from
gp-bibliography.bib Revision:1.8081
- @InProceedings{Wilson:evows09,
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author = "Garnett Wilson and Wolfgang Banzhaf",
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title = "Prediction of Interday Stock Prices using
Developmental and Linear Genetic Programming",
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booktitle = "Applications of Evolutionary Computing,
EvoWorkshops2009: {EvoCOMNET}, {EvoENVIRONMENT},
{EvoFIN}, {EvoGAMES}, {EvoHOT}, {EvoIASP},
{EvoINTERACTION}, {EvoMUSART}, {EvoNUM}, {EvoPhD},
{EvoSTOC}, {EvoTRANSLOG}",
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year = "2009",
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month = "15-17 " # apr,
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editor = "Mario Giacobini and Ivanoe {De Falco} and Marc Ebner",
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series = "LNCS",
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volume = "5484",
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publisher = "Springer Verlag",
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address = "Tubingen, Germany",
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pages = "172--181",
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keywords = "genetic algorithms, genetic programming",
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isbn13 = "978-3-642-01128-3",
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DOI = "doi:10.1007/978-3-642-01129-0_21",
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abstract = "A developmental co-evolutionary genetic programming
approach (PAM DGP) is compared to a standard linear
genetic programming (LGP) implementation for trading of
stocks across market sectors. Both implementations were
found to be impressively robust to market fluctuations
while reacting efficiently to opportunities for profit,
where PAM DGP proved slightly more reactive to market
changes than LGP. PAM DGP outperformed, or was
competitive with, LGP for all stocks tested. Both
implementations had very impressive accuracy in
choosing both profitable buy trades and sells that
prevented losses, where this occurred in the context of
moderately active trading for all stocks. The
algorithms also appropriately maintained maximal
investment in order to profit from sustained market
upswings.",
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notes = "EvoWorkshops2009",
- }
Genetic Programming entries for
Garnett Carl Wilson
Wolfgang Banzhaf
Citations