Tradinnova-LCS: Dynamic stock portfolio decision-making assistance model with genetic based machine learning

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@InProceedings{Casanova:2010:cec,
  author =       "Isidoro J. Casanova",
  title =        "Tradinnova-LCS: Dynamic stock portfolio
                 decision-making assistance model with genetic based
                 machine learning",
  booktitle =    "IEEE Congress on Evolutionary Computation (CEC 2010)",
  year =         "2010",
  address =      "Barcelona, Spain",
  month =        "18-23 " # jul,
  publisher =    "IEEE Press",
  keywords =     "genetic algorithms, genetic programming",
  isbn13 =       "978-1-4244-6910-9",
  abstract =     "This paper describes a decision system based on rules
                 for the management of a stock portfolio using a
                 mechanism of dynamic learning to select the stocks to
                 be incorporated. This system simulates the intelligent
                 behaviour of an investor, carrying out the buying and
                 selling of stocks, such that during each day the best
                 stocks will be selected to be incorporated in the
                 portfolio by reinforcement learning with genetic
                 programming. The system has been tested in 3 time
                 periods (1 year, 3 years and 5 years), simulating the
                 purchase/sale of stocks in the Spanish continuous
                 market and the results have been compared with the
                 revaluations obtained by the best investment funds
                 operating in Spain.",
  DOI =          "doi:10.1109/CEC.2010.5586067",
  notes =        "WCCI 2010. Also known as \cite{5586067}",
}

Genetic Programming entries for Isidoro J Casanova

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