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GECCO
2010
Springer
220views Optimization» more  GECCO 2010»
13 years 7 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
TEC
2002
94views more  TEC 2002»
13 years 4 months ago
Knowledge-intensive genetic discovery in foreign exchange markets
Abstract--This paper considers the discovery of trading decision models from high-frequency foreign exchange (FX) markets data using genetic programming (GP). It presents a domain-...
Siddhartha Bhattacharyya, Olivier V. Pictet, Gille...
EVOW
2009
Springer
13 years 11 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...
Garnett Carl Wilson, Wolfgang Banzhaf
GECCO
2004
Springer
117views Optimization» more  GECCO 2004»
13 years 9 months ago
Multi-agent Foreign Exchange Market Modelling Via GP
In this work genetic programming is used to express and evolve trading strategies for a foreign exchange currency market simulator.
Stephen Dignum, Riccardo Poli