- author = "Michael O'Neill and Anthony Brabazon and Conor Ryan and J. J. Collins",
- title = "Evolving Market Index Trading Rules using Grammatical Evolution",
- booktitle = "Applications of Evolutionary Computing",
- editor = "Egbert J. W. Boers and Stefano Cagnoni and Jens Gottlieb and Emma Hart and Pier Luca Lanzi and Gunther R. Raidl and Robert E. Smith and Harald Tijink",
- year = "2001",
- volume = "2037",
- series = "LNCS",
- pages = "343--352",
- address = "Lake Como, Italy",
- publisher_address = "Berlin",
- month = "18-19 " # apr,
- organisation = "EvoNET",
- publisher = "Springer-Verlag",
- keywords = "genetic algorithms, genetic programming, grammatical evolution",
- ISBN = "3-540-41920-9",
-
URL = "
http://ncra.ucd.ie/papers/evoiasp2001.ps.gz",
-
DOI = "
10.1007/3-540-45365-2_36",
- size = "10 pages",
- abstract = "This study examines the potential of an evolutionary automatic programming methodology to uncover a series of useful technical trading rules for the UK FTSE 100 stock index. Index values for the period 26/4/1984 to 4/12/1997 are used to train and test the model. The preliminary findings indicate that the methodology has much potential, outperforming the benchmark strategy adopted.",
-
notes = "EvoWorkshops2001. One of the better GA for stock
market prediction papers
Dept. Of Accountancy, University College Dublin, Ireland",
