Genetic Programming for Financial Time Series Prediction

Created by W.Langdon from gp-bibliography.bib Revision:1.2031

@InProceedings{santini:2001:EuroGP,
  author =       "Massimo Santini and Andrea Tettamanzi",
  title =        "Genetic Programming for Financial Time Series
                 Prediction",
  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",
  ISBN =         "3-540-41899-7",
  URL =          "http://mago.crema.unimi.it/pub/SantiniTettamanzi2001.ps",
  URL =          "http://www.springerlink.com/openurl.asp?genre=article&issn=0302-9743&volume=2038&spage=361",
  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
                 organized within the CEC2000 on {"}Dow Jones
                 Prediction{"}. The approach is substantially driven by
                 the rules of that competition, and is characterized 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