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CEC
2010
IEEE
13 years 6 months ago
Evolving efficient limit order strategy using Grammatical Evolution
Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. A practical problem in trade execution is how ...
Wei Cui, Anthony Brabazon, Michael O'Neill
EVOW
2010
Springer
13 years 9 months ago
Evolving Dynamic Trade Execution Strategies Using Grammatical Evolution
Abstract. Although there is a plentiful literature on the use of evolutionary methodologies for the trading of financial assets, little attention has been paid to potential use of...
Wei Cui, Anthony Brabazon, Michael O'Neill
GECCO
2008
Springer
170views Optimization» more  GECCO 2008»
13 years 6 months ago
Evolving prediction weights using evolution strategy
The evolution strategy is one of the strongest evolutionary algorithms for optimizing real-value vectors. In this paper, we study how to use it for the evolution of prediction wei...
Trung Hau Tran, Cédric Sanza, Yves Duthen
GECCO
2009
Springer
111views Optimization» more  GECCO 2009»
13 years 11 months ago
Evolving quorum sensing in digital organisms
For centuries it was thought that bacteria live asocial lives. However, recent discoveries show many species of bacteria communicate in order to perform tasks previously thought t...
Benjamin E. Beckmann, Philip K. McKinley
CEC
2007
IEEE
13 years 11 months ago
Target shape design optimization by evolving splines
Abstract— Target shape design optimization problem (TSDOP) is a miniature model for real world design optimization problems. It is proposed as a test bed to design and analyze op...
Pan Zhang, Xin Yao, Lei Jia, Bernhard Sendhoff, Th...