Genetic Programming in Statistical Arbitrage.
Philip SaksDietmar MaringerPublished in: EvoWorkshops (2008)
Keyphrases
- genetic programming
- symbolic regression
- evolutionary algorithm
- evolutionary computation
- fitness function
- gene expression programming
- grammar guided genetic programming
- regression problems
- statistical models
- data driven
- neural network
- statistical analysis
- statistical information
- information retrieval
- data mining
- financial forecasting
- fuzzy logic
- hidden markov models
- search space
- decision making
- information theoretic
- information systems
- statistical methods
- confidence intervals
- portfolio management
- database