Robustness of multiple objective GP stock-picking in unstable financial markets: real-world applications track.
Ghada HassanChristopher D. ClackPublished in: GECCO (2009)
Keyphrases
- multiple objectives
- financial markets
- stock market
- stock price
- real world
- portfolio selection
- genetic programming
- trading systems
- multi objective
- fitness function
- technical indicators
- market data
- bi objective
- stock data
- knapsack problem
- stock exchange
- evolutionary algorithm
- multi objective optimization
- case study
- data mining
- long term
- risk management
- historical data
- neural network
- financial time series
- financial data
- non stationary
- genetic algorithm
- search engine
- optimal solution
- short term
- agent based modeling
- special case
- cost function