Created by W.Langdon from gp-bibliography.bib Revision:1.2031
@InProceedings{svangard:2002:estsugp,
author = "Nils Svangard and Stefan Lloyd and Peter Nordin and
Clas Wihlborg",
title = "Evolving Short-Term Trading Strategies Using Genetic
Programming",
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",
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