GoldMiner: A Genetic Programming based algorithm applied to Brazilian Stock Market

Created by W.Langdon from gp-bibliography.bib Revision:1.4215

  author =       "Alexandre Pimenta and Eduardo G. Carrano and 
                 Frederico {Gadelha Guimaraes} and 
                 Ciniro Aparecido {Leite Nametala} and Ricardo H. C. Takahashi",
  booktitle =    "IEEE Symposium on Computational Intelligence and Data
                 Mining (CIDM 2014)",
  title =        "GoldMiner: A Genetic Programming based algorithm
                 applied to Brazilian Stock Market",
  year =         "2014",
  month =        dec,
  pages =        "397--402",
  keywords =     "genetic algorithms, genetic programming",
  DOI =          "doi:10.1109/CIDM.2014.7008695",
  size =         "6 pages",
  abstract =     "The possibility of obtaining financial gain by
                 investing in the Stock Markets is a hard task since it
                 is under constant influence of economical, political
                 and social factors. This paper aims to address the
                 financial technical analysis of Stock Markets, focusing
                 on time series data instead of subjective parameters.
                 An algorithm based on genetic programming, named
                 GoldMiner, has been proposed to perform retrospective
                 study in order to get predictions about the best time
                 for trading top stocks on the BOVESPA, the Brazilian
                 stock exchange market.",
  notes =        "Also known as \cite{7008695}",

Genetic Programming entries for Alexandre Pimenta Eduardo Gontijo Carrano Frederico Gadelha Guimaraes Ciniro Aparecido Leite Nametala Ricardo Hiroshi Caldeira Takahashi