Stock selection for hedge fund portfolios is a challenging problem for Genetic Programming (GP) because the markets (the environment in which the GP solution must survive) are dynamic, unpredictable and unforgiving. How can GP be improved so that solutions are produced that are robust to non-trivial changes in the environment? We explore an approach that uses a voting committee of GP individuals with differing phenotypic behaviour
Diversification through portfolio construction has become an increasingly important tool in finance ...
This research presents a specialised extension to the genetic algorithms (GA) known as the genetic p...
This paper analyzes the robustness of Genetic Algorithms (GAs) technique for its application in the ...
Stock selection for hedge fund portfolios is a challenging problem for Genetic Programming (GP) bec...
Stock selection for hedge fund portfolios is a challenging problem for Genetic Programming (GP) beca...
This thesis presents three new genetic programming (GP) algorithms designed to enhance robustness of...
Multiobjective (MO) optimisation is a useful technique for evolving portfolio optimisation solutions...
Abstract — Genetic programming (GP) is increasingly investigated in finance and economics. One area ...
This paper presents a Robust Genetic Programming approach for discovering profitable trading rules w...
A large body of literature exists on evolutionary computing, genetic algorithms, decision trees, cod...
Tutorial given at CIEF'2006 - available at url http://www.loria.fr/~nnavetInternational audienceGene...
Genetic programming is a metaheuristic search method that uses a population of variable-length compu...
International audienceGenetic Programming (GP) is an appealing machine-learning technique for tackli...
Genetic programming (GP) is increasingly popular as a research tool for applications in finance and...
It has long been a desire of computer scientists to develop a computer system that is able to learn ...
Diversification through portfolio construction has become an increasingly important tool in finance ...
This research presents a specialised extension to the genetic algorithms (GA) known as the genetic p...
This paper analyzes the robustness of Genetic Algorithms (GAs) technique for its application in the ...
Stock selection for hedge fund portfolios is a challenging problem for Genetic Programming (GP) bec...
Stock selection for hedge fund portfolios is a challenging problem for Genetic Programming (GP) beca...
This thesis presents three new genetic programming (GP) algorithms designed to enhance robustness of...
Multiobjective (MO) optimisation is a useful technique for evolving portfolio optimisation solutions...
Abstract — Genetic programming (GP) is increasingly investigated in finance and economics. One area ...
This paper presents a Robust Genetic Programming approach for discovering profitable trading rules w...
A large body of literature exists on evolutionary computing, genetic algorithms, decision trees, cod...
Tutorial given at CIEF'2006 - available at url http://www.loria.fr/~nnavetInternational audienceGene...
Genetic programming is a metaheuristic search method that uses a population of variable-length compu...
International audienceGenetic Programming (GP) is an appealing machine-learning technique for tackli...
Genetic programming (GP) is increasingly popular as a research tool for applications in finance and...
It has long been a desire of computer scientists to develop a computer system that is able to learn ...
Diversification through portfolio construction has become an increasingly important tool in finance ...
This research presents a specialised extension to the genetic algorithms (GA) known as the genetic p...
This paper analyzes the robustness of Genetic Algorithms (GAs) technique for its application in the ...