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» Genetic programming for quantitative stock selection
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GECCO
2009
Springer
148views Optimization» more  GECCO 2009»
8 years 9 months ago
Genetic programming for quantitative stock selection
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...
Ying L. Becker, Una-May O'Reilly
GECCO
2007
Springer
141views Optimization» more  GECCO 2007»
9 years 6 months ago
Evolving robust GP solutions for hedge fund stock selection in emerging markets
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)...
Wei Yan, Christopher D. Clack
GECCO
2008
Springer
192views Optimization» more  GECCO 2008»
9 years 1 months ago
Non-linear factor model for asset selection using multi objective genetic programming
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...
Ghada Hassan
PAKDD
2007
ACM
203views Data Mining» more  PAKDD 2007»
9 years 6 months ago
Grammar Guided Genetic Programming for Flexible Neural Trees Optimization
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...
Peng Wu, Yuehui Chen
GECCO
2007
Springer
195views Optimization» more  GECCO 2007»
9 years 3 months ago
Diverse committees vote for dependable profits
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...
Wei Yan, Christopher D. Clack
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