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EVOW
2009
Springer

Prediction of Interday Stock Prices Using Developmental and Linear Genetic Programming

10 years 4 months ago
Prediction of Interday Stock Prices Using Developmental and Linear Genetic Programming
A developmental co-evolutionary genetic programming approach (PAM DGP) is compared to a standard linear genetic programming (LGP) implementation for trading of stocks across market sectors. Both implementations were found to be impressively robust to market fluctuations while reacting efficiently to opportunities for profit, where PAM DGP proved slightly more reactive to market changes than LGP. PAM DGP outperformed, or was competitive with, LGP for all stocks tested. Both implementations had very impressive accuracy in choosing both profitable buy trades and sells that prevented losses, where this occurred in the context of moderately active trading for all stocks. The algorithms also appropriately maintained maximal investment in order to profit from sustained market upswings.
Garnett Carl Wilson, Wolfgang Banzhaf
Added 19 May 2010
Updated 19 May 2010
Type Conference
Year 2009
Where EVOW
Authors Garnett Carl Wilson, Wolfgang Banzhaf
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