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105
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GECCO
2006
Springer
148
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GECCO 2006
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Behavioural GP diversity for dynamic environments: an application in hedge fund investment
15 years 6 months ago
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www.cs.bham.ac.uk
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
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