Evolving Short-Term Trading Strategies Using Genetic Programming
Created by W.Langdon from
gp-bibliography.bib Revision:1.8081
- @InProceedings{svangard:2002:estsugp,
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author = "Nils Svangard and Stefan Lloyd and Peter Nordin and
Clas Wihlborg",
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title = "Evolving Short-Term Trading Strategies Using Genetic
Programming",
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booktitle = "Proceedings of the 2002 Congress on Evolutionary
Computation CEC2002",
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editor = "David B. Fogel and Mohamed A. El-Sharkawi and
Xin Yao and Garry Greenwood and Hitoshi Iba and Paul Marrow and
Mark Shackleton",
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pages = "2006--2010",
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year = "2002",
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publisher = "IEEE Press",
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publisher_address = "445 Hoes Lane, P.O. Box 1331, Piscataway, NJ
08855-1331, USA",
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organisation = "IEEE Neural Network Council (NNC), Institution of
Electrical Engineers (IEE), Evolutionary Programming
Society (EPS)",
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ISBN = "0-7803-7278-6",
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month = "12-17 " # may,
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notes = "CEC 2002 - A joint meeting of the IEEE, the
Evolutionary Programming Society, and the IEE. Held in
connection with the World Congress on Computational
Intelligence (WCCI 2002)",
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keywords = "genetic algorithms, genetic programming, buy and hold
strategy, financial securities, individual stock,
intraday trading strategy, linear genetic programming,
short-term trading strategies, soft computing,
artificial intelligence, economic cybernetics,
securities trading, software agents",
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DOI = "doi:10.1109/CEC.2002.1004551",
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abstract = "We have used a linear Genetic Programming system with
a multitude of different quotes on financial securities
as input in order to evolve an intraday trading
strategy for an individual stock, attempting to
outperform a simple buy and hold strategy over the same
period of time.",
- }
Genetic Programming entries for
Nils Svangard
Stefan Lloyd
Peter Nordin
Clas Wihlborg
Citations