Proceedings of the European Conference on Genetic Programming
A multi-chromosome approach to standard and embedded cartesian genetic programming
Proceedings of the 8th annual conference on Genetic and evolutionary computation
WSC '04 Proceedings of the 36th conference on Winter simulation
A comparison of Cartesian genetic programming and linear genetic programming
EuroGP'08 Proceedings of the 11th European conference on Genetic programming
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The credit default swap has become well-known as one of the causes of the 2007-2010 credit crisis but more research is vitally needed to analyze and define its impact more precisely and help the financial market transparency. This paper uses cartesian genetic programming as a discovery tool for finding the relationship between credit default swap spreads and debts and studying the arbitrage channel. (Arbitrage is the practice of taking advantage of a price difference between markets.) To our knowledge this work is the first attempt toward studying the credit default swap market via an evolutionary process and our results prove that cartesian genetic programming is human competitive and it has the potential to become a regression discovery tool in credit default swap market.