Pretests for Genetic-Programming Evolved Trading Programs: zero-intelligence Strategies and Lottery Trading

Created by W.Langdon from gp-bibliography.bib Revision:1.3973

@InProceedings{conf/iconip/ChenN06,
  title =        "Pretests for Genetic-Programming Evolved Trading
                 Programs: zero-intelligence Strategies and Lottery
                 Trading",
  author =       "Shu-Heng Chen and Nicolas Navet",
  booktitle =    "Neural Information Processing, 13th International
                 Conference, {ICONIP} 2006, Proceedings, Part {III}",
  publisher =    "Springer",
  year =         "2006",
  volume =       "4234",
  editor =       "Irwin King and Jun Wang and Laiwan Chan and 
                 DeLiang L. Wang",
  pages =        "450--460",
  series =       "Lecture Notes in Computer Science",
  address =      "Hong Kong, China",
  month =        oct # " 3-6",
  bibdate =      "2006-10-23",
  bibsource =    "DBLP,
                 http://dblp.uni-trier.de/db/conf/iconip/iconip2006-3.html#ChenN06",
  keywords =     "genetic algorithms, genetic programming",
  ISBN =         "3-540-46484-0",
  DOI =          "doi:10.1007/11893295_50",
  abstract =     "Over the last decade, numerous papers have
                 investigated the use of GP for creating financial
                 trading strategies. Typically in the literature results
                 are inconclusive but the investigators always suggest
                 the possibility of further improvements, leaving the
                 conclusion regarding the effectiveness of GP undecided.
                 In this paper, we discuss a series of pretests, based
                 on several variants of random search, aiming at giving
                 more clear-cut answers on whether a GP scheme, or any
                 other machine-learning technique, can be effective with
                 the training data at hand. The analysis is illustrated
                 with GP-evolved strategies for three stock exchanges
                 exhibiting different trends.",
}

Genetic Programming entries for Shu-Heng Chen Nicolas Navet

Citations