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GECCO
2006
Springer

Behavioural GP diversity for dynamic environments: an application in hedge fund investment

10 years 2 months ago
Behavioural GP diversity for dynamic environments: an application in hedge fund investment
We present a new mechanism for preserving phenotypic behavioural diversity in a Genetic Programming application for hedge fund portfolio optimization, and provide experimental results on real-world data that indicate the importance of phenotypic behavioural diversity both in achieving higher fitness and in improving the adaptability of the GP population for continuous learning. Categories and Subject Descriptors I.2.M [Artificial Intelligence]: Miscellaneous General Terms Algorithms, Experimentation Keywords Genetic Programming, Diversity, Phenotype, Finance, Adaptation, Dynamic Environment
Wei Yan, Christopher D. Clack
Added 23 Aug 2010
Updated 23 Aug 2010
Type Conference
Year 2006
Where GECCO
Authors Wei Yan, Christopher D. Clack
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