Evolving Short-Term Trading Strategies Using Genetic Programming

Created by W.Langdon from gp-bibliography.bib Revision:1.4208

  author =       "Nils Svangard and Stefan Lloyd and Peter Nordin and 
                 Clas Wihlborg",
  title =        "Evolving Short-Term Trading Strategies Using Genetic
  booktitle =    "Proceedings of the 2002 Congress on Evolutionary
                 Computation CEC2002",
  editor =       "David B. Fogel and Mohamed A. El-Sharkawi and 
                 Xin Yao and Garry Greenwood and Hitoshi Iba and Paul Marrow and 
                 Mark Shackleton",
  pages =        "2006--2010",
  year =         "2002",
  publisher =    "IEEE Press",
  publisher_address = "445 Hoes Lane, P.O. Box 1331, Piscataway, NJ
                 08855-1331, USA",
  organisation = "IEEE Neural Network Council (NNC), Institution of
                 Electrical Engineers (IEE), Evolutionary Programming
                 Society (EPS)",
  ISBN =         "0-7803-7278-6",
  month =        "12-17 " # may,
  notes =        "CEC 2002 - A joint meeting of the IEEE, the
                 Evolutionary Programming Society, and the IEE. Held in
                 connection with the World Congress on Computational
                 Intelligence (WCCI 2002)",
  keywords =     "genetic algorithms, genetic programming, buy and hold
                 strategy, financial securities, individual stock,
                 intraday trading strategy, linear genetic programming,
                 short-term trading strategies, soft computing,
                 artificial intelligence, economic cybernetics,
                 securities trading, software agents",
  DOI =          "doi:10.1109/CEC.2002.1004551",
  abstract =     "We have used a linear Genetic Programming system with
                 a multitude of different quotes on financial securities
                 as input in order to evolve an intraday trading
                 strategy for an individual stock, attempting to
                 outperform a simple buy and hold strategy over the same
                 period of time.",

Genetic Programming entries for Nils Svangard Stefan Lloyd Peter Nordin Clas Wihlborg