Creating Stock Trading Rules Using Graph-Based Estimation of Distribution Algorithm

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@InProceedings{Li:2014:CECc,
  title =        "Creating Stock Trading Rules Using Graph-Based
                 Estimation of Distribution Algorithm",
  author =       "Xianneng Li and Wen He and Kotaro Hirasawa",
  pages =        "731--738",
  booktitle =    "Proceedings of the 2014 IEEE Congress on Evolutionary
                 Computation",
  year =         "2014",
  month =        "6-11 " # jul,
  editor =       "Carlos A. {Coello Coello}",
  address =      "Beijing, China",
  ISBN =         "0-7803-8515-2",
  keywords =     "genetic algorithms, genetic programming, genetic
                 network programming, Evolutionary Algorithms with
                 Statistical and Machine Learning Techniques, Estimation
                 of distribution algorithms",
  DOI =          "doi:10.1109/CEC.2014.6900421",
  abstract =     "Though there are numerous approaches developed
                 currently, exploring the practical applications of
                 estimation of distribution algorithm (EDA) has been
                 reported to be one of the most important challenges in
                 this field. This paper is dedicated to extend EDA to
                 solve one of the most active research problems, stock
                 trading, which has been rarely revealed in the EDA
                 literature. A recent proposed graph-based EDA called
                 reinforced probabilistic model building genetic network
                 programming (RPMBGNP) is investigated to create stock
                 trading rules. With its distinguished directed
                 graph-based individual structure and the reinforcement
                 learning-based probabilistic modelling, we demonstrate
                 the effectiveness of RPMBGNP for the stock trading task
                 through real-market stock data, where much higher
                 profits are obtained than traditional non-EDA models.",
  notes =        "WCCI2014",
}

Genetic Programming entries for Xianneng Li Wen He Kotaro Hirasawa

Citations