Behavioural GP diversity for adaptive stock selection

Created by W.Langdon from gp-bibliography.bib Revision:1.3973

@InProceedings{DBLP:conf/gecco/YanC09,
  author =       "Wei Yan and Christopher D. Clack",
  title =        "Behavioural GP diversity for adaptive stock
                 selection",
  booktitle =    "GECCO '09: Proceedings of the 11th Annual conference
                 on Genetic and evolutionary computation",
  year =         "2009",
  editor =       "Guenther Raidl and Franz Rothlauf and 
                 Giovanni Squillero and Rolf Drechsler and Thomas Stuetzle and 
                 Mauro Birattari and Clare Bates Congdon and 
                 Martin Middendorf and Christian Blum and Carlos Cotta and 
                 Peter Bosman and Joern Grahl and Joshua Knowles and 
                 David Corne and Hans-Georg Beyer and Ken Stanley and 
                 Julian F. Miller and Jano {van Hemert} and 
                 Tom Lenaerts and Marc Ebner and Jaume Bacardit and 
                 Michael O'Neill and Massimiliano {Di Penta} and Benjamin Doerr and 
                 Thomas Jansen and Riccardo Poli and Enrique Alba",
  pages =        "1641--1648",
  address =      "Montreal",
  publisher =    "ACM",
  publisher_address = "New York, NY, USA",
  month =        "8-12 " # jul,
  organisation = "SigEvo",
  keywords =     "genetic algorithms, genetic programming",
  isbn13 =       "978-1-60558-325-9",
  bibsource =    "DBLP, http://dblp.uni-trier.de",
  DOI =          "doi:10.1145/1569901.1570120",
  abstract =     "We present a new mechanism for preserving phenotypic
                 behavioural diversity in Genetic Programming. We
                 provide a real-world case study for hedge fund
                 portfolio optimization, and experimental results on
                 real-world data that indicate the importance of
                 phenotypic behavioural diversity both in achieving
                 higher fitness and in improving the robustness of the
                 GP population for continuous learning.",
  notes =        "GECCO-2009 A joint meeting of the eighteenth
                 international conference on genetic algorithms
                 (ICGA-2009) and the fourteenth annual genetic
                 programming conference (GP-2009).

                 ACM Order Number 910092.",
}

Genetic Programming entries for Wei Yan Christopher D Clack

Citations