Adaptation in natural and artificial systems
Adaptation in natural and artificial systems
Genetic programming: on the programming of computers by means of natural selection
Genetic programming: on the programming of computers by means of natural selection
Improving Technical Analysis Predictions: An Application of Genetic Programming
Proceedings of the Twelfth International Florida Artificial Intelligence Research Society Conference
Modeling Exchange Rate Behaviorwith a Genetic Algorithm
Computational Economics
Hi-index | 0.00 |
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 experts. We describe the multi-stage training, testing and validation process that we have integrated with GP selection to be appropriate for financial panel data and how the GP solutions are situated within a portfolio selection strategy. We share our experience with the pros and cons of evolved linear and non-linear models, and outline how we have used GP extensions to balance different objectives of portfolio managers and control the complexity of evolved models.