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GECCO
2007
Springer
184views Optimization» more  GECCO 2007»
13 years 11 months ago
ECGA vs. BOA in discovering stock market trading experts
This paper presents two evolutionary algorithms, ECGA and BOA, applied to constructing stock market trading expertise, which is built on the basis of a set of specific trading ru...
Piotr Lipinski
SIGECOM
2011
ACM
259views ECommerce» more  SIGECOM 2011»
12 years 8 months ago
Designing adaptive trading agents
ended abstract summarizes the research presented in Dr. Pardoe’s recently-completed Ph.D. thesis [Pardoe 2011]. The thesis considers how adaptive trading agents can take advantag...
David Pardoe, Peter Stone
INFOCOM
2010
IEEE
13 years 3 months ago
Limitations and Possibilities of Path Trading between Autonomous Systems
Abstract—When forwarding packets in the Internet, Autonomous Systems (ASes) frequently choose the shortest path in their network to the next-hop AS in the BGP path, a strategy kn...
Yuval Shavitt, Yaron Singer
GECCO
2008
Springer
116views Optimization» more  GECCO 2008»
13 years 6 months ago
Stock trading strategies by genetic network programming with flag nodes
Genetic Network Programming (GNP) has been proposed as a graph-based evolutionary algorithm. GNP works well especially in dynamic environments due to its graph structures. In addi...
Shingo Mabu, Yan Chen, Etsushi Ohkawa, Kotaro Hira...
GECCO
2010
Springer
220views Optimization» more  GECCO 2010»
13 years 8 months ago
Interday foreign exchange trading using linear genetic programming
Foreign exchange (forex) market trading using evolutionary algorithms is an active and controversial area of research. We investigate the use of a linear genetic programming (LGP)...
Garnett Carl Wilson, Wolfgang Banzhaf