Genetic algorithms + data structures = evolution programs (2nd, extended ed.)
Genetic algorithms + data structures = evolution programs (2nd, extended ed.)
Evolutionary algorithms in theory and practice: evolution strategies, evolutionary programming, genetic algorithms
Theory of evolutionary algorithms: a bird's eye view
Theoretical Computer Science - Special issue on evolutionary computation
Evolution and Optimum Seeking: The Sixth Generation
Evolution and Optimum Seeking: The Sixth Generation
Genetic Algorithms in Search, Optimization and Machine Learning
Genetic Algorithms in Search, Optimization and Machine Learning
Contemporary Evolution Strategies
Proceedings of the Third European Conference on Advances in Artificial Life
Toward a theory of evolution strategies: Self-adaptation
Evolutionary Computation
Sequential and Parallel Cellular Automata-Based Scheduling Algorithms
IEEE Transactions on Parallel and Distributed Systems
Evolutionary rule-based system for IPO underpricing prediction
GECCO '05 Proceedings of the 7th annual conference on Genetic and evolutionary computation
Dependency mining in large sets of stock market trading rules
Enhanced methods in computer security, biometric and artificial intelligence systems
Nature Inspired Intelligence for the Constrained Portfolio Optimization Problem
SETN '08 Proceedings of the 5th Hellenic conference on Artificial Intelligence: Theories, Models and Applications
Evolutionary Decision Support System for Stock Market Trading
AIMSA '08 Proceedings of the 13th international conference on Artificial Intelligence: Methodology, Systems, and Applications
Neuro-evolutionary Decision Support System for Financial Time Series Analysis
HAIS '08 Proceedings of the 3rd international workshop on Hybrid Artificial Intelligence Systems
Building Risk-Optimal Portfolio Using Evolutionary Strategies
Proceedings of the 2007 EvoWorkshops 2007 on EvoCoMnet, EvoFIN, EvoIASP,EvoINTERACTION, EvoMUSART, EvoSTOC and EvoTransLog: Applications of Evolutionary Computing
Two-layered evolutionary forecasting for IPO underpricing
CEC'09 Proceedings of the Eleventh conference on Congress on Evolutionary Computation
Discovering stock market trading rules using multi-layer perceptrons
IWANN'07 Proceedings of the 9th international work conference on Artificial neural networks
Evolution strategies for objective functions with locally correlated variables
IDEAL'10 Proceedings of the 11th international conference on Intelligent data engineering and automated learning
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In this paper an evolutionary algorithm to optimize a stock portfolio is presented. The method, based on Evolution Strategies, uses artificial trading experts discovered by a genetic algorithm. This approach is tested on a sample of stocks taken from the French market. Results obtained are compared with the Buy-and-Hold strategy and a stock index. Presented research extends evolutionary methods on financial economics worked out earlier for stock trading.