Generating trading rules on the stock markets with genetic programming

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

  author =       "Jean-Yves Potvin and Patrick Soriano and 
                 Maxime Vallee",
  title =        "Generating trading rules on the stock markets with
                 genetic programming",
  journal =      "Computers \& Operations Research",
  year =         "2004",
  volume =       "31",
  pages =        "1033--1047",
  number =       "7",
  owner =        "wlangdon",
  URL =          "",
  keywords =     "genetic algorithms, genetic programming, Trading
                 rules, Stock markets, Technical analysis",
  ISSN =         "0305-0548",
  DOI =          "doi:10.1016/S0305-0548(03)00063-7",
  abstract =     "Technical analysis is aimed at devising trading rules
                 capable of exploiting short-term fluctuations on the
                 financial markets. Recent results indicate that this
                 market timing approach may be a viable alternative to
                 the buy-and-hold approach, where the assets are kept
                 over a relatively long time period. we propose genetic
                 programming as a means to automatically generate such
                 short-term trading rules on the stock markets. Rather
                 than using a composite stock index for this purpose,
                 the trading rules are adjusted to individual stocks.
                 Computational results, based on historical pricing and
                 transaction volume data, are reported for 14 Canadian
                 companies listed on the Toronto stock exchange

Genetic Programming entries for Jean-Yves Potvin Patrick Soriano Maxime Vallee