Sciweavers

GECCO
2006
Springer
148views Optimization» more  GECCO 2006»
13 years 8 months ago
Behavioural GP diversity for dynamic environments: an application in hedge fund investment
We present a new mechanism for preserving phenotypic behavioural diversity in a Genetic Programming application for hedge fund portfolio optimization, and provide experimental res...
Wei Yan, Christopher D. Clack