Applying genetic regulatory networks to index trading

Authors:
Miguel Nicolau;Michael O'Neill;Anthony Brabazon
Affiliations:
Natural Computing Research & Applications Group, University College Dublin, Dublin, Ireland;Natural Computing Research & Applications Group, University College Dublin, Dublin, Ireland;Natural Computing Research & Applications Group, University College Dublin, Dublin, Ireland
Venue:
PPSN'12 Proceedings of the 12th international conference on Parallel Problem Solving from Nature - Volume Part II
Year:
2012

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Abstract

This paper explores the computational power of genetic regulatory network models, and the practicalities of applying these to real-world problems. The specific domain of financial trading is tackled; this is a problem where time-dependent decisions are critical, and as such benefits from the differential gene expression that these networks provide. The results obtained are on par with the best found in the literature, and highlight the applicability of these models to this type of problem.