Genetic programming: Current trends and applications in computational finance

Created by W.Langdon from gp-bibliography.bib Revision:1.4420

  author =       "Gabriel K. Kronberger and Michael Affenzeller and 
                 Stefan Fink",
  title =        "Genetic programming: Current trends and applications
                 in computational finance",
  booktitle =    "Recent advances in computational finance",
  publisher =    "Nova Science Publishers, Inc.",
  year =         "2013",
  editor =       "Nikolaos S. Thomaidis and Gordon H. Dash",
  chapter =      "6",
  pages =        "99--115",
  keywords =     "genetic algorithms, genetic programming",
  isbn13 =       "9781626181236",
  URL =          "",
  URL =          "",
  abstract =     "Genetic programming (GP) is a general problem solving
                 approach that uses evolutionary dynamics to find
                 computer programs that solve the specified problems
                 when executed. GP has been applied to a wide range of
                 problems in various domains; in particular, for solving
                 problems in quantitative finance and in econometrics.
                 In this chapter we describe the fundamentals of GP and
                 evolutionary algorithms and give a brief survey of
                 relevant literature and results that have been achieved
                 using GP in financial applications. We also present in
                 detail how GP can be applied for identification of
                 variable interaction networks and for prediction of
                 multivariate nonlinear time-series. Furthermore, we
                 demonstrate these two approaches using two practical
                 examples, namely the identification of dependencies of
                 leading indicators and economic variables in the US
                 economy, and the prediction of European interest rate
                 swap rates.",
  notes =        "University of Applied Science Upper Austria, Austria,
                 and others",

Genetic Programming entries for Gabriel Kronberger Michael Affenzeller Stefan Fink