7 search results - page 1 / 2 » Genetic programming for quantitative stock selection |
GECCO
2009
Springer
13 years 2 months ago
2009
Springer
We provide an overview of using genetic programming (GP) to model stock returns. Our models employ GP terminals (model decision variables) that are financial factors identified by...
GECCO
2007
Springer
13 years 10 months ago
2007
Springer
Abstract Stock selection for hedge fund portfolios is a challenging problem for Genetic Programming (GP) because the markets (the environment in which the GP solution must survive)...
GECCO
2008
Springer
13 years 5 months ago
2008
Springer
Investors vary with respect to their expected return and aversion to associated risk, and hence also vary in their performance expectations of the stock market portfolios they hol...
PAKDD
2007
ACM
13 years 10 months ago
2007
ACM
Abstract. In our previous studies, Genetic Programming (GP), Probabilistic Incremental Program Evolution (PIPE) and Ant Programming (AP) have been used to optimal design of Flexibl...
GECCO
2007
Springer
13 years 8 months ago
2007
Springer
Stock selection for hedge fund portfolios is a challenging problem for Genetic Programming (GP) because the markets (the environment in which the GP solution must survive) are dyn...