Behavioural GP diversity for dynamic environments: an application in hedge fund investment.
Wei YanChristopher D. ClackPublished in: GECCO (2006)
Keyphrases
- dynamic environments
- genetic programming
- autonomous agents
- mobile robot
- path planning
- decision making
- investment strategies
- changing environment
- fitness function
- plan execution
- investment decisions
- real option
- portfolio selection
- collision avoidance
- autonomous systems
- return on investment
- adaptive control
- potential field
- maximum entropy
- highly dynamic environments