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GECCO
2005
Springer

Constant generation for the financial domain using grammatical evolution

9 years 8 months ago
Constant generation for the financial domain using grammatical evolution
This study reports the work to date on the analysis of different methodologies for constant creation with the aim of applying the most advantageous method to the dynamic real world problem of a live trading system. The methodologies explored here are Digit Concatenation and Grammatical Ephemeral Random Constants with clear advantages identified for a digit concatenation approach in combination with the ability to form new constants through their recombination within expressions. Categories and Subject Descriptors I.2.0 [Computing Methodologies]: Artificial Intelligence— General General Terms Algorithms, Theory Keywords Constant Creation, Digit Concatenation, Genetic Programming, Grammatical Evolution
Ian Dempsey
Added 27 Jun 2010
Updated 27 Jun 2010
Type Conference
Year 2005
Where GECCO
Authors Ian Dempsey
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