Cooperative Coevolution of Technical Trading Rules

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

@TechReport{becker:2003-15,
  author =       "Lee A. Becker and Mukund Seshadri",
  title =        "Cooperative Coevolution of Technical Trading Rules",
  institution =  "Worcester Polytechnic Institute",
  year =         "2003",
  month =        may,
  email =        "mukund@cs.wpi.edu",
  keywords =     "genetic algorithms, genetic programming",
  URL =          "ftp://ftp.cs.wpi.edu/pub/techreports/pdf/03-15.pdf",
  abstract =     "This paper describes how cooperative coevolution can
                 be used for GP of technical trading rules. A number of
                 different methods of choosing collaborators for fitness
                 evaluation are investigated. Several of the methods
                 outperformed, at a statistically significant level, a
                 buy-and-hold strategy for the S&P500 on the testing
                 period from 1990-2002, even taking into account
                 transaction costs.",
}

Genetic Programming entries for Lee A Becker Mukund Seshadri

Citations