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CEC
2007
IEEE
15 years 5 months ago
Computational intelligence algorithms for risk-adjusted trading strategies
Abstract— This paper investigates the performance of trading strategies identified through Computational Intelligence techniques. We focus on trading rules derived by Genetic Pr...
Nicos G. Pavlidis, E. G. Pavlidis, Michael G. Epit...
GECCO
2007
Springer
195views Optimization» more  GECCO 2007»
15 years 2 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
APIN
2000
103views more  APIN 2000»
14 years 10 months ago
Probabilistic Pattern Matching and the Evolution of Stochastic Regular Expressions
The use of genetic programming for probabilistic pattern matching is investigated. A stochastic regular expression language is used. The language features a statistically sound sem...
Brian J. Ross
GPEM
2010
134views more  GPEM 2010»
14 years 9 months ago
An ensemble-based evolutionary framework for coping with distributed intrusion detection
A distributed data mining algorithm to improve the detection accuracy when classifying malicious or unauthorized network activity is presented. The algorithm is based on genetic p...
Gianluigi Folino, Clara Pizzuti, Giandomenico Spez...
CORR
2011
Springer
189views Education» more  CORR 2011»
14 years 5 months ago
A Factorial Experiment on Scalability of Search Based Software Testing
Software testing is an expensive process, which is vital in the industry. Construction of the test-data in software testing requires the major cost and to decide which method to us...
Arash Mehrmand, Robert Feldt