Trading Rules on the Stock Markets using Genetic Network Programming with Candlestick Chart

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@InProceedings{Izumi:2006:CEC,
  author =       "Yoshihiro Izumi and Tokiyo Yamaguchi and 
                 Shingo Mabu and Kotaro Hirasawa and Jingle Hu",
  title =        "Trading Rules on the Stock Markets using Genetic
                 Network Programming with Candlestick Chart",
  booktitle =    "Proceedings of the 2006 IEEE Congress on Evolutionary
                 Computation",
  year =         "2006",
  editor =       "Gary G. Yen and Lipo Wang and Piero Bonissone and 
                 Simon M. Lucas",
  pages =        "8531--8536",
  address =      "Vancouver",
  month =        "6-21 " # jul,
  publisher =    "IEEE Press",
  keywords =     "genetic algorithms, genetic programming, Genetic
                 Network Programming, GNP",
  ISBN =         "0-7803-9487-9",
  DOI =          "doi:10.1109/CEC.2006.1688600",
  size =         "6 pages",
  abstract =     "A new evolutionary method named Genetic Network
                 Programming, GNP has been proposed. GNP represents its
                 solutions as directed graph structures which have some
                 useful features inherently. For example, GNP has the
                 implicit memory function which memorises the past
                 action sequences of agents, and GNP can re-use nodes
                 repeatedly in the network flow, so very compact graph
                 structures can be made. In this paper, buying /selling
                 model for stock market using GNP with Candlestick Chart
                 has been proposed and its effectiveness is confirmed by
                 simulations.",
  notes =        "WCCI 2006 - A joint meeting of the IEEE, the EPS, and
                 the IEE.

                 IEEE Catalog Number: 06TH8846D",
}

Genetic Programming entries for Yoshihiro Izumi Tokiyo Yamaguchi Shingo Mabu Kotaro Hirasawa Jinglu Hu

Citations