After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic …
MA Kaboudan - Computational Economics, 2000 - Springer
Based on predictions of stock-pricesusing genetic programming (or GP), a possiblyprofitable trading strategy is proposed. A metricquantifying the probability that a specific timeseries is …
Prediction of non-life insurance companies insolvency has arised as an important problem in the field of financial research, due to the necessity of protecting the general public whilst …
MA Kaboudan - Journal of Forecasting, 1999 - Wiley Online Library
Based on the standard genetic programming (GP) paradigm, we introduce a new probability measure of time series' predictability. It is computed as a ratio of two fitness values (SSE) …
A method for the data mining task of data classification, suitable to be implemented on massively parallel architectures, is proposed. The method combines genetic programming …
Time series analysis has always been an important and interesting research field due to its frequent appearance in different applications. In the past, many approaches based on …
WB Langdon, JP Nordin - European Conference on Genetic Programming, 2000 - Springer
We show genetic programming (GP) populations can evolve under the influence of a Pareto multi-objective fitness and program size selection scheme, from “perfect” programs which …
SH Chen, TW Kuo - Evolutionary computation in economics and finance, 2002 - Springer
This chapter presents a bibliography on the application of evolutionary computation to economics and finance. Publications included in this bibliography are classified by …
Stock markets are very important in modern societies and their behaviour have serious implications in a wide spectrum of the world's population. Investors, governing bodies and …