- title = "Genetic control applied to asset managements",
- author = "James Cunha Werner and Terence C. Fogarty",
- editor = "James A. Foster and Evelyne Lutton and Julian Miller and Conor Ryan and Andrea G. B. Tettamanzi",
- booktitle = "Genetic Programming, Proceedings of the 5th European Conference, EuroGP 2002",
- volume = "2278",
- series = "LNCS",
- pages = "192--201",
- publisher = "Springer-Verlag",
- address = "Kinsale, Ireland",
- publisher_address = "Berlin",
- month = "3-5 " # apr,
- year = "2002",
- keywords = "genetic algorithms, genetic programming",
- ISBN = "3-540-43378-3",
-
URL = "
http://www.geocities.com/jamwer2002/markop.pdf",
-
DOI = "
10.1007/3-540-45984-7_19",
- abstract = "This paper address the problem of investment optimisation, with deals with obtain stock time series from data extracted of graphics available in internet, predict assets price by adaptive algorithms, optimise the portfolio with genetic algorithms and obtain a recursive model of portfolio composition on-fly using genetic programming, all steps integrated to obtain an automatic management. The final result is a real-time update portfolio composition for each asset.",
-
notes = "EuroGP'2002, part of \cite{lutton:2002:GP}
FTSE 100
http://www.geocities.com/jamwer2002/markop.pdf is slightly(?) different from publishd version",
