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
Genetic programming: an introduction: on the automatic evolution of computer programs and its applications
Genetic Algorithms in Search, Optimization and Machine Learning
Genetic Algorithms in Search, Optimization and Machine Learning
Genetic Programming with Local Improvement for Visual Learning from Examples
CAIP '01 Proceedings of the 9th International Conference on Computer Analysis of Images and Patterns
Generating trading rules on the stock markets with genetic programming
Computers and Operations Research
ECGA vs. BOA in discovering stock market trading experts
Proceedings of the 9th annual conference on Genetic and evolutionary computation
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We propose a new modular genetic programming for finding attractive and statistically sound technical patterns forstock trading. We restrict the problem space to combinations of modules for more effective space search. We carefully prepared the set of modules based on existing studies of technical indicators and our own experience. Our modular genetic programming successfully found unknown attractive technical patterns for the Korean stock market. A trading simulation with the generated patterns by a commercial tool showed significantly higher accumulative returns than the KOSPI index.