ALPS Evaluation in Financial Portfolio Optimisation

Created by W.Langdon from gp-bibliography.bib Revision:1.4192

  author =       "S. Patel and C. D. Clack",
  title =        "ALPS Evaluation in Financial Portfolio Optimisation",
  booktitle =    "2007 IEEE Congress on Evolutionary Computation",
  year =         "2007",
  editor =       "Dipti Srinivasan and Lipo Wang",
  pages =        "813--819",
  address =      "Singapore",
  month =        "25-28 " # sep,
  organization = "IEEE Computational Intelligence Society",
  publisher =    "IEEE Press",
  ISBN =         "1-4244-1340-0",
  file =         "1947.pdf",
  keywords =     "genetic algorithms, genetic programming",
  DOI =          "doi:10.1109/CEC.2007.4424554",
  abstract =     "Hornby's Age-Layered Population Structure claims to
                 reduce premature convergence in Evolutionary
                 Algorithms. We provide the first evaluation of ALPS on
                 a real world problem the evolution of non-linear factor
                 models for financial portfolio optimisation. We
                 incorporate ALPS into our GP system, coupled to an
                 investment simulator, and provide a head-to-head
                 comparison between ALPS GP and Standard GP.",
  notes =        "CEC 2007 - A joint meeting of the IEEE, the EPS, and
                 the IET.

                 IEEE Catalog Number: 07TH8963C",

Genetic Programming entries for Suneer Patel C D Clack