Strategy Tree Construction and Optimization with Genetic Programming

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

@InProceedings{conf/icaart/XuQJ13,
  author =       "Chi Xu and Jianxiong Qiao and Na Jia",
  title =        "Strategy Tree Construction and Optimization with
                 Genetic Programming",
  booktitle =    "International Conference on Agents and Artificial
                 Intelligence (ICAART 2013)",
  year =         "2013",
  editor =       "Joaquim Filipe and Ana L. N. Fred",
  pages =        "425--428",
  address =      "Barcelona, Spain",
  month =        "15-18 " # feb,
  publisher =    "SciTePress",
  keywords =     "genetic algorithms, genetic programming, artificial
                 intelligence, evolutionary algorithm, machine learning,
                 regressive decision rule",
  bibdate =      "2013-10-01",
  bibsource =    "DBLP,
                 http://dblp.uni-trier.de/db/conf/icaart/icaart2013-2.html#XuQJ13",
  isbn13 =       "978-989-8565-39-6",
  URL =          "http://www.scitepress.org/DigitalLibrary/Link.aspx?doi=10.5220/0004201104250428",
  DOI =          "doi:10.5220/0004201104250428",
  abstract =     "We applied genetic programming (GP) to search for a
                 strategy in a technical analysis (TA) indicator
                 candidate pool for stock market trading and optimised
                 it through historical data. The method provides
                 decision rule optimisation scheme to deal with problems
                 in the real trading in financial market, and it
                 optimises strategies in relatively complicated
                 contents. GP is used to construct the condition in
                 decision rule with different logical operations. The
                 method has been applied to the optimisation of
                 investment strategies with good return results in
                 simulation experiments.",
  notes =        "Chi Xu, Jianxiong Qiao, Na Jia - North China
                 University of Technology, China",
}

Genetic Programming entries for Chi Xu Jianxiong Qiao Na Jia

Citations