Constant Generation for the Financial Domain using Grammatical Evolution

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

@InProceedings{dempsey:gecco05ws,
  author =       "Ian Dempsey",
  title =        "Constant Generation for the Financial Domain using
                 Grammatical Evolution",
  booktitle =    "Genetic and Evolutionary Computation Conference
                 {(GECCO2005)} workshop program",
  year =         "2005",
  month =        "25-29 " # jun,
  editor =       "Franz Rothlauf and Misty Blowers and 
                 J{\"u}rgen Branke and Stefano Cagnoni and Ivan I. Garibay and 
                 Ozlem Garibay and J{\"o}rn Grahl and Gregory Hornby and 
                 Edwin D. {de Jong} and Tim Kovacs and Sanjeev Kumar and 
                 Claudio F. Lima and Xavier Llor{\`a} and 
                 Fernando Lobo and Laurence D. Merkle and Julian Miller and 
                 Jason H. Moore and Michael O'Neill and Martin Pelikan and 
                 Terry P. Riopka and Marylyn D. Ritchie and Kumara Sastry and 
                 Stephen L. Smith and Hal Stringer and 
                 Keiki Takadama and Marc Toussaint and Stephen C. Upton and 
                 Alden H. Wright",
  publisher =    "ACM Press",
  address =      "Washington, D.C., USA",
  keywords =     "genetic algorithms, genetic programming, grammatical
                 evolution",
  pages =        "350--353",
  URL =          "http://www.cs.bham.ac.uk/~wbl/biblio/gecco2005wks/papers/0350.pdf",
  abstract =     "This study reports the work to date on the analysis of
                 different methodologies for constant creation with the
                 aim of applying the most advantageous method to the
                 dynamic real world problem of a live trading system.
                 The methodologies explored here are Digit Concatenation
                 and Grammatical Ephemeral Random Constants with clear
                 advantages identified for a digit concatenation
                 approach in combination with the ability to form new
                 constants through their recombination within
                 expressions.",
  notes =        "Distributed on CD-ROM at GECCO-2005. ACM
                 1-59593-097-3/05/0006",
}

Genetic Programming entries for Ian Dempsey

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