Grammatical Evolution: Evolving Programs for an Arbitrary Language
EuroGP '98 Proceedings of the First European Workshop on Genetic Programming
Grammatical Evolution: Evolutionary Automatic Programming in an Arbitrary Language
Grammatical Evolution: Evolutionary Automatic Programming in an Arbitrary Language
EvoWorkshops '09 Proceedings of the EvoWorkshops 2009 on Applications of Evolutionary Computing: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG
Genotype representations in grammatical evolution
Applied Soft Computing
Using a GPU-CPU architecture to speed up a GA-based real-time system for trading the stock market
Soft Computing - A Fusion of Foundations, Methodologies and Applications - Special Issue on Evolutionary Computation on General Purpose Graphics Processing Units
A GA combining technical and fundamental analysis for trading the stock market
EvoApplications'12 Proceedings of the 2012t European conference on Applications of Evolutionary Computation
Optimization of technical indicators in real time with multiobjective evolutionary algorithms
Proceedings of the 14th annual conference companion on Genetic and evolutionary computation
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Trading Systems are beneficial for financial investments due to the complexity of nowadays markets. On one hand, finance markets are influenced by a great amount of factors of different sources such as government policies, natural disasters, international trade, political factors etc. On the other hand, traders, brokers or practitioners in general could be affected by human emotions, so their behaviour in the stock market becomes nonobjective. The high pressure induced by handling a large volume of money is the main reason of the so-called market psychology. Trading systems are able to avoid a great amount of these factors, allowing investors to abstract the complex flow of information and the emotions related to the investments. In this paper we compare two trading systems based on Evolutionary Computation. The first is a GA-based one and was already proposed and tested with data from 2006. The second one is a grammatical evolution approach which uses a new evaluation method. Experimental results show that the later outperforms the GA approach with a set of selected companies of the spanish market with 2012 data.