Evolutionary Computation and Trade Execution (Volume 3)

Created by W.Langdon from gp-bibliography.bib Revision:1.4549

  author =       "Wei Cui and Anthony Brabazon and Michael O'Neill",
  title =        "Evolutionary Computation and Trade Execution (Volume
  booktitle =    "Natural Computing in Computational Finance",
  editor =       "Anthony Brabazon and Michael O'Neill and 
                 Dietmar Maringer",
  chapter =      "4",
  publisher =    "Springer",
  year =         "2010",
  volume =       "293",
  series =       "Studies in Computational Intelligence",
  pages =        "45--62",
  keywords =     "genetic algorithms, genetic programming",
  isbn13 =       "978-3-642-13949-9",
  DOI =          "doi:10.1007/978-3-642-13950-5_4",
  abstract =     "Although there is a plentiful literature on the use of
                 evolutionary methodologies for the trading of financial
                 assets, little attention has been paid to the issue of
                 efficient trade execution. Trade execution is concerned
                 with the actual mechanics of buying or selling the
                 desired amount of a financial instrument of interest.
                 This chapter introduces the concept of trade execution
                 and outlines the limited prior work applying
                 evolutionary computing methods for this task.
                 Furthermore, we build an Agent-based Artificial Stock
                 Market and apply a Genetic Algorithm to evolve an
                 efficient trade execution strategy. Finally, we suggest
                 a number of opportunities for future research.",

Genetic Programming entries for Wei Cui Anthony Brabazon Michael O'Neill