Genetic network programming with changing structures for a novel stock selection model

Created by W.Langdon from gp-bibliography.bib Revision:1.4420

  author =       "Victor Parque and Shingo Mabu and Kotaro Hirasawa",
  title =        "Genetic network programming with changing structures
                 for a novel stock selection model",
  booktitle =    "GECCO '11: Proceedings of the 13th annual conference
                 companion on Genetic and evolutionary computation",
  year =         "2011",
  editor =       "Natalio Krasnogor and Pier Luca Lanzi and 
                 Andries Engelbrecht and David Pelta and Carlos Gershenson and 
                 Giovanni Squillero and Alex Freitas and 
                 Marylyn Ritchie and Mike Preuss and Christian Gagne and 
                 Yew Soon Ong and Guenther Raidl and Marcus Gallager and 
                 Jose Lozano and Carlos Coello-Coello and Dario Landa Silva and 
                 Nikolaus Hansen and Silja Meyer-Nieberg and 
                 Jim Smith and Gus Eiben and Ester Bernado-Mansilla and 
                 Will Browne and Lee Spector and Tina Yu and Jeff Clune and 
                 Greg Hornby and Man-Leung Wong and Pierre Collet and 
                 Steve Gustafson and Jean-Paul Watson and 
                 Moshe Sipper and Simon Poulding and Gabriela Ochoa and 
                 Marc Schoenauer and Carsten Witt and Anne Auger",
  isbn13 =       "978-1-4503-0690-4",
  keywords =     "genetic algorithms, genetic programming, genetic
                 network programming, Real world applications: Poster",
  pages =        "239--240",
  month =        "12-16 " # jul,
  organisation = "SIGEVO",
  address =      "Dublin, Ireland",
  DOI =          "doi:10.1145/2001858.2001992",
  publisher =    "ACM",
  publisher_address = "New York, NY, USA",
  abstract =     "Stock selection involves the continuous quest for the
                 margin of safety, or a favourable difference between
                 the stock price and its intrinsic value. Although this
                 variable might not be quantified with exact precision,
                 it may be approximated through the underlying
                 relationships in financial markets and the real

                 We propose Genetic Network Programming with changing
                 structures(GNP-cs), a novel evolutionary based
                 algorithm to approximate these relationships through
                 graph networks, and build asset selection models to
                 identify the prospective stocks in the context of
                 changing environments. GNP-cs uses functionally
                 distributed systems to monitor the change of the
                 economic environment and execute the strategy for stock
                 selection adaptively. The comparison shows that the
                 proposed scheme outperforms the standard stock
                 selection styles using the stocks listed in the Russell
                 3000 Index.

                 This paper suggests that the use of evolutionary
                 computing techniques is an excellent tool to tackle the
                 stock selection problem, whose advantages imply the
                 usefulness to manage the risk and safeguard
  notes =        "Also known as \cite{2001992} Distributed on CD-ROM at

                 ACM Order Number 910112.",

Genetic Programming entries for Victor Parque Shingo Mabu Kotaro Hirasawa