A genetic programming approach for delta hedging.
Zheng YinAnthony BrabazonConall O'SullivanMichael O'NeillPublished in: CEC (2015)
Keyphrases
- genetic programming
- fitness function
- evolutionary computation
- symbolic regression
- gene expression programming
- evolutionary algorithm
- grammar guided genetic programming
- genetic algorithm
- classification rules
- financial forecasting
- neural network
- risk management
- option pricing
- yangtze river
- hyper heuristics
- financial markets
- regression problems
- evolutionary approaches
- transaction costs
- grammatical evolution
- information systems
- search engine