Genetic Programming Applications in Financial Modelling: A Brief Survey

Created by W.Langdon from gp-bibliography.bib Revision:1.4420

@InProceedings{yin:2008:WSSEC,
  author =       "Zheng Yin and Anthony Brabazon and Conall O'Sullivan",
  title =        "Genetic Programming Applications in Financial
                 Modelling: A Brief Survey",
  booktitle =    "Workshop/Summer School on Evolutionary Computing
                 Lecture Series by Pioneers (WSSEC 2008)",
  year =         "2008",
  editor =       "T. M. McGinnity",
  pages =        "30--33",
  address =      "Londonderry, UK",
  month =        "18-22 " # aug,
  organisation = "School of Computing and Intelligent Systems,
                 University of Ulster",
  keywords =     "genetic algorithms, genetic programming",
  URL =          "http://www.cs.ucl.ac.uk/staff/W.Langdon/ftp/papers/yin_2008_WSSEC.pdf",
  size =         "4 pages",
  abstract =     "Genetic Programming (GP) is an automated computational
                 programming methodology, inspired by the workings of
                 natural evolution techniques. This paper reviews its
                 applications in financial modelling cross different
                 financial markets and analyses GP potential utility in
                 these areas. The future research directions of GP in
                 financial markets have been highlighted.",
}

Genetic Programming entries for Zheng Yin Anthony Brabazon Conall O'Sullivan

Citations