Forecasting Market Indices Using Evolutionary Automatic Programming

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@InCollection{O'Neill:2002:gagpcf,
  author =       "Michael O'Neill and Anthony Brabazon and Conor Ryan",
  title =        "Forecasting Market Indices Using Evolutionary
                 Automatic Programming",
  booktitle =    "Genetic Algorithms and Genetic Programming in
                 Computational Finance",
  publisher =    "Kluwer Academic Press",
  year =         "2002",
  editor =       "Shu-Heng Chen",
  chapter =      "8",
  pages =        "175--195",
  keywords =     "genetic algorithms, genetic programming, Grammatical
                 Evolution, Evolutionary Automatic Programming, Market
                 Indices, Technical Trading Rules, FTSE, DAX, Nikkei",
  ISBN =         "0-7923-7601-3",
  URL =          "http://www.springer.com/economics/economic+theory/book/978-0-7923-7601-9",
  DOI =          "doi:10.1007/978-1-4615-0835-9_8",
  abstract =     "examines the potential of an evolutionary automatic
                 programming methodology, Grammatical Evolution, to
                 uncover a series of useful technical trading rules for
                 market indices. A number of markets are analysed; these
                 are the UK's FTSE, Japan's Nikkei, and the German DAX.
                 The preliminary findings indicate that the methodology
                 has much potential.",
  notes =        "part of \cite{chen:2002:gagpcf}",
}

Genetic Programming entries for Michael O'Neill Anthony Brabazon Conor Ryan

Citations