Created by W.Langdon from gp-bibliography.bib Revision:1.2031
@InProceedings{dempsey:2006:CEC,
author = "Ian Dempsey and Michael O'Neill and Anthony Brabazon",
title = "Adaptive Trading with Grammatical Evolution",
booktitle = "Proceedings of the 2006 IEEE Congress on Evolutionary
Computation",
year = "2006",
pages = "9137--9142",
address = "Vancouver",
month = "6-21 " # jul,
publisher = "IEEE Press",
keywords = "genetic algorithms, genetic programming, grammatical
evolution",
ISBN = "0-7803-9487-9",
size = "6 pages",
abstract = "This study reports on the performance of an on-line
evolutionary automatic programming methodology for
uncovering technical trading rules for the S&P 500 and
Nikkei 225 indices. The system adopts a variable sized
investment strategy based on the strength of the
signals produced by the trading rules. Two approaches
are explored, one using a single population of rules
which is adapted over the lifetime of the data and
another whereby a new population is created for each
step across the time series. The results show
profitable performance for the trading periods explored
with clear advantages for an adaptive population of
rules.",
notes = "WCCI 2006 - A joint meeting of the IEEE, the EPS, and
the IEE.",
}
Genetic Programming entries for Ian Dempsey Michael O'Neill Anthony Brabazon