Genetic Programming for Financial Time Series Prediction

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

  author =       "Massimo Santini and Andrea Tettamanzi",
  title =        "Genetic Programming for Financial Time Series
  booktitle =    "Genetic Programming, Proceedings of EuroGP'2001",
  year =         "2001",
  editor =       "Julian F. Miller and Marco Tomassini and 
                 Pier Luca Lanzi and Conor Ryan and Andrea G. B. Tettamanzi and 
                 William B. Langdon",
  volume =       "2038",
  series =       "LNCS",
  pages =        "361--370",
  address =      "Lake Como, Italy",
  publisher_address = "Berlin",
  month =        "18-20 " # apr,
  organisation = "EvoNET",
  publisher =    "Springer-Verlag",
  keywords =     "genetic algorithms, genetic programming, Time Series
                 prediction, Financial markets, Multi-expression
                 individuals, Genetic operators, Crossover: Poster",
  ISBN =         "3-540-41899-7",
  URL =          "",
  URL =          "",
  DOI =          "doi:10.1007/3-540-45355-5_29",
  size =         "10 pages",
  abstract =     "This paper describes an application of genetic
                 programming to forecasting financial markets that
                 allowed the authors to rank first in a competition
                 organised within the CEC2000 on Dow Jones Prediction.
                 The approach is substantially driven by the rules of
                 that competition, and is characterised by individuals
                 being made up of multiple GP expressions and specific
                 genetic operators.",
  notes =        "EuroGP'2001, part of \cite{miller:2001:gp}",

Genetic Programming entries for Massimo Santini Andrea G B Tettamanzi