Prediction of Interday Stock Prices using Developmental and Linear Genetic Programming

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@InProceedings{Wilson:evows09,
  author =       "Garnett Wilson and Wolfgang Banzhaf",
  title =        "Prediction of Interday Stock Prices using
                 Developmental and Linear Genetic Programming",
  booktitle =    "Applications of Evolutionary Computing,
                 EvoWorkshops2009: {EvoCOMNET}, {EvoENVIRONMENT},
                 {EvoFIN}, {EvoGAMES}, {EvoHOT}, {EvoIASP},
                 {EvoINTERACTION}, {EvoMUSART}, {EvoNUM}, {EvoPhD},
                 {EvoSTOC}, {EvoTRANSLOG}",
  year =         "2009",
  month =        "15-17 " # apr,
  editor =       "Mario Giacobini and Ivanoe {De Falco} and Marc Ebner",
  series =       "LNCS",
  volume =       "5484",
  publisher =    "Springer Verlag",
  address =      "Tubingen, Germany",
  pages =        "172--181",
  keywords =     "genetic algorithms, genetic programming",
  isbn13 =       "978-3-642-01128-3",
  DOI =          "doi:10.1007/978-3-642-01129-0_21",
  abstract =     "A developmental co-evolutionary genetic programming
                 approach (PAM DGP) is compared to a standard linear
                 genetic programming (LGP) implementation for trading of
                 stocks across market sectors. Both implementations were
                 found to be impressively robust to market fluctuations
                 while reacting efficiently to opportunities for profit,
                 where PAM DGP proved slightly more reactive to market
                 changes than LGP. PAM DGP outperformed, or was
                 competitive with, LGP for all stocks tested. Both
                 implementations had very impressive accuracy in
                 choosing both profitable buy trades and sells that
                 prevented losses, where this occurred in the context of
                 moderately active trading for all stocks. The
                 algorithms also appropriately maintained maximal
                 investment in order to profit from sustained market
                 upswings.",
  notes =        "EvoWorkshops2009",
}

Genetic Programming entries for Garnett Carl Wilson Wolfgang Banzhaf

Citations