Evolving robust GP solutions for hedge fund stock selection in emerging markets

Created by W.Langdon from gp-bibliography.bib Revision:1.3872

@Article{Yan:2010:SC,
  author =       "Wei Yan and Christopher D. Clack",
  title =        "Evolving robust GP solutions for hedge fund stock
                 selection in emerging markets",
  journal =      "Soft Computing - A Fusion of Foundations,
                 Methodologies and Applications",
  year =         "2011",
  volume =       "15",
  number =       "1",
  pages =        "37--50",
  month =        jan,
  publisher =    "Springer",
  keywords =     "genetic algorithms, genetic programming",
  ISSN =         "1432-7643",
  URL =          "http://www.cs.ucl.ac.uk/staff/C.Clack/research/SoftComputing08_draft.pdf",
  URL =          "http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.142.140",
  DOI =          "doi:10.1007/s00500-009-0511-4",
  bibsource =    "OAI-PMH server at citeseerx.ist.psu.edu",
  contributor =  "CiteSeerX",
  language =     "en",
  oai =          "oai:CiteSeerXPSU:10.1.1.142.140",
  abstract =     "Stock selection for hedge fund portfolios is a
                 challenging problem for Genetic Programming (GP)
                 because the markets (the environment in which the GP
                 solution must survive) are dynamic, unpredictable and
                 unforgiving. How can GP be improved so that solutions
                 are produced that are robust to non-trivial changes in
                 the environment? We explore two new approaches. The
                 first approach uses subsets of extreme environments
                 during training and the second approach uses a voting
                 committee of GP individuals with differing phenotypic
                 behaviour.",
}

Genetic Programming entries for Wei Yan Christopher D Clack

Citations