Genetic Programming and Financial Trading: How Much About "What We Know"

Author:

Chen Shu-Heng,Kuo Tzu-Wen,Hoi Kong-Mui

Publisher

Springer US

Reference26 articles.

1. Allen, F., and Karjalainen, R. Using genetic algorithms to find technical trading rules. Journal of Financial Economics, 51(2):245–271, 1999.

2. Bhattacharyya, S., Pictet, O. V., and Zumbach, G. Knowledge-intensive genetic discovery in foreign exchange markets. IEEE Transactions on Evolutionary Computation, 6(2):169–181, 2002.

3. Brock, W., Lakonishok, J., and LeBaron, B. Simple technical trading rules and the stochastic properties of stock returns. Journal of Finance, 47:1731–1764, 1992.

4. Chen, S.-H. Modeling volatility with genetic programming: A first report. Neural Network World, 8(2):181–190, 1998.

5. Chen, S.-H. On the relevance of genetic programming in evolutionary economics. In K. Aruka, Editor, Evolutionary Controversy in Economics towards a New Method in Preference of Trans Discipline. Springer-Verlag, Tokyo, 2001, pages 135–150.

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