Genetic control applied to asset managements

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

@InProceedings{werner:2002:EuroGP,
  title =        "Genetic control applied to asset managements",
  author =       "James Cunha Werner and Terence C. Fogarty",
  editor =       "James A. Foster and Evelyne Lutton and 
                 Julian Miller and Conor Ryan and Andrea G. B. Tettamanzi",
  booktitle =    "Genetic Programming, Proceedings of the 5th European
                 Conference, EuroGP 2002",
  volume =       "2278",
  series =       "LNCS",
  pages =        "192--201",
  publisher =    "Springer-Verlag",
  address =      "Kinsale, Ireland",
  publisher_address = "Berlin",
  month =        "3-5 " # apr,
  year =         "2002",
  keywords =     "genetic algorithms, genetic programming",
  ISBN =         "3-540-43378-3",
  URL =          "http://www.geocities.com/jamwer2002/markop.pdf",
  abstract =     "This paper address the problem of investment
                 optimisation, with deals with obtain stock time series
                 from data extracted of graphics available in internet,
                 predict assets price by adaptive algorithms, optimise
                 the portfolio with genetic algorithms and obtain a
                 recursive model of portfolio composition on-fly using
                 genetic programming, all steps integrated to obtain an
                 automatic management. The final result is a real-time
                 update portfolio composition for each asset.",
  notes =        "EuroGP'2002, part of \cite{lutton:2002:GP

                 FTSE 100

                 http://www.geocities.com/jamwer2002/markop.pdf is
                 slightly(?) different from publishd version }",
}

Genetic Programming entries for James Cunha Werner Terence C Fogarty