Grammatical Evolution in Finance and Economics: A Survey

Author:

Brabazon Anthony

Publisher

Springer International Publishing

Reference94 articles.

1. K. Adamu, S. Phelps, Modelling financial time series using grammatical evolution, in Proceedings of the Workshop on Advances in Machine Learning for Computational Finance, London, UK (2009)

2. K. Adamu, S. Phelps, Coevolution of technical trading rules for high frequency trading, in Electrical Engineering and Applied Computing. Lecture Notes in Electrical Engineering, vol. 90 (Springer, Berlin, 2011), pp. 311–322

3. A. Agapitos, M. O’Neill, A. Brabazon, Evolutionary learning of technical trading rules without data-mining bias, in International Conference on Parallel Problem Solving from Nature (PPSN 2010). Lecture Notes in Computer Science, vol. 6238 (Springer, Berlin, 2010), pp. 294–303

4. E. Alfaro-Cid, A. Cuesta-Canada, K. Sharman, A. Esparcia-Alcazar, Stong typing, variable reduction and bloat control for solving the bankruptcy prediction problem using genetic programming, in Natural Computing in Computational Finance (Springer, Berlin, 2008), pp. 161–186

5. F. Allen, R. Karjalainen, Using genetic algorithms to find technical trading rules. J. Financ. Econ. 51, 245–271 (1999)

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