Using genetic programming with negative parsimony pressure on exons for portfolio optimization
Created by W.Langdon from
gp-bibliography.bib Revision:1.8081
- @InProceedings{svangard:2003:ugpwnppoefpo,
-
author = "Nils Svangard and Peter Nordin and Stefan Lloyd",
-
title = "Using genetic programming with negative parsimony
pressure on exons for portfolio optimization",
-
booktitle = "Proceedings of the 2003 Congress on Evolutionary
Computation CEC2003",
-
editor = "Ruhul Sarker and Robert Reynolds and
Hussein Abbass and Kay Chen Tan and Bob McKay and Daryl Essam and
Tom Gedeon",
-
pages = "1014--1017",
-
year = "2003",
-
publisher = "IEEE Press",
-
address = "Canberra",
-
publisher_address = "445 Hoes Lane, P.O. Box 1331, Piscataway, NJ
08855-1331, USA",
-
month = "8-12 " # dec,
-
organisation = "IEEE Neural Network Council (NNC), Engineers Australia
(IEAust), Evolutionary Programming Society (EPS),
Institution of Electrical Engineers (IEE)",
-
keywords = "genetic algorithms, genetic programming, Adaptive
systems, Bioinformatics, Genetic mutations, Genomics,
Portfolios, Robustness, Testing, Training data,
genetics, problem solving, Occam Razor principle,
exons, financial portfolio optimisation problem,
parsimony pressure",
-
ISBN = "0-7803-7804-0",
-
DOI = "doi:10.1109/CEC.2003.1299778",
-
abstract = "Traditionally Parsimony Pressure has been used with
Genetic Programming to reduce the complexity of
solutions analogous to the principle of Occam's Razor.
But there have been several signs from previous
experiments that this reduces the quality of the
solutions. In an attempt to counteract this we presents
one of the first experiments that try to apply negative
parsimony pressure on genetic programming, ie. we
prefer complex solutions rather than simpler ones. This
system is then applied on a financial portfolio
optimisation problem to test it's performance on real
world data. Our results indicate that negative
parsimony pressure work better than regular parsimony
pressure on average, and it's almost always better to
use some kind of parsimony pressure than not.",
-
notes = "CEC 2003 - A joint meeting of the IEEE, the IEAust,
the EPS, and the IEE.",
- }
Genetic Programming entries for
Nils Svangard
Peter Nordin
Stefan Lloyd
Citations