Abstract. We discuss the problem of model selection in Genetic Programming using the framework provided by Statistical Learning Theory, i.e. Vapnik-Chervonenkis theory (VC). We pre...
This contribution proposes an enhanced and generic selection model for Genetic Algorithms (GAs) and Genetic Programming (GP) which is able to preserve the alleles which are part o...
Michael Affenzeller, Stefan Wagner 0002, Stephan M...
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...
Whereas the selection concept of Genetic Algorithms (GAs) and Genetic Programming (GP) is basically realized by the selection of above-average parents for reproduction, Evolution S...
Michael Affenzeller, Stefan Wagner 0002, Stephan M...
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...