Behavioural GP diversity for dynamic environments: an application in hedge fund investment

Created by W.Langdon from gp-bibliography.bib Revision:1.3872

@InProceedings{1144290,
  author =       "Wei Yan and Christopher D. Clack",
  title =        "Behavioural GP diversity for dynamic environments: an
                 application in hedge fund investment",
  booktitle =    "{GECCO 2006:} Proceedings of the 8th annual conference
                 on Genetic and evolutionary computation",
  year =         "2006",
  editor =       "Maarten Keijzer and Mike Cattolico and Dirk Arnold and 
                 Vladan Babovic and Christian Blum and Peter Bosman and 
                 Martin V. Butz and Carlos {Coello Coello} and 
                 Dipankar Dasgupta and Sevan G. Ficici and James Foster and 
                 Arturo Hernandez-Aguirre and Greg Hornby and 
                 Hod Lipson and Phil McMinn and Jason Moore and Guenther Raidl and 
                 Franz Rothlauf and Conor Ryan and Dirk Thierens",
  volume =       "2",
  ISBN =         "1-59593-186-4",
  pages =        "1817--1824",
  address =      "Seattle, Washington, USA",
  URL =          "http://www.cs.bham.ac.uk/~wbl/biblio/gecco2006/docs/p1817.pdf",
  DOI =          "doi:10.1145/1143997.1144290",
  publisher =    "ACM Press",
  publisher_address = "New York, NY, 10286-1405, USA",
  month =        "8-12 " # jul,
  organisation = "ACM SIGEVO (formerly ISGEC)",
  keywords =     "genetic algorithms, genetic programming, Real-World
                 Applications, adaptation, diversity, dynamic
                 environment, finance, phenotype",
  size =         "8 pages",
  abstract =     "We present a new mechanism for preserving phenotypic
                 behavioural diversity in a Genetic Programming
                 application for hedge fund portfolio optimization, and
                 provide experimental results on real-world data that
                 indicate the importance of phenotypic behavioural
                 diversity both in achieving higher fitness and in
                 improving the adaptability of the GP population for
                 continuous learning.",
  notes =        "GECCO-2006 A joint meeting of the fifteenth
                 international conference on genetic algorithms
                 (ICGA-2006) and the eleventh annual genetic programming
                 conference (GP-2006).

                 ACM Order Number 910060",
}

Genetic Programming entries for Wei Yan Christopher D Clack

Citations