Genetic network programming with sarsa learning and its application to creating stock trading rules

2007 IEEE Congress on Evolutionary Computation, CEC 2007

Volumn , Issue , 2007, Pages 220-227

  Chen, Yan ^b   Mabu, Shingo ^a,b   Hirasawa, Kotaro ^a,b   Hu, Jinglu ^b  

^a IEEE

^b WASEDA UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

GENETIC NETWORK PROGRAMMING (GNP); SARSA LEARNING;

EVOLUTIONARY ALGORITHMS; GRAPH THEORY; PROBLEM SOLVING;

GENETIC PROGRAMMING;

EID: 55749086694     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CEC.2007.4424475     Document Type: Conference Paper

References (13)

1. S. Mabu, K. Hirasawa and J. Hu: A graph-based evolutionary algorithm: Genetic network programming and its extension using reinforcement learning, Evolutionary Computation, MIT Press, (to appear).
2. T. Eguchi, K. Hirasawa, J. Hu and N. Ota: study of evolutionary multiagent models based on symbiosis, IEEE Trans. Syst., Man and Cybern. B, Vol. 36, No. 1, pp. 179-193 (2006)
3. J. H. Holland: Adaptation in Natural and Artificial Systems. Ann Arbor: University of Michigan Press (1975)
4. D. E. Goldberg: Genetic Algorithm in search, optimization and machine learning. Addison-Wesley (1989)
5. J. R. Koza: Genetic Programming, on the programming of computers by means of natural selection, Cambridge, Mass.: MIT Press (1992)
6. -: Genetic Programming II, Automatic Discovery of Reusable Programs, Cambridge, Mass.: MIT Press (1994)
7. R. S. Sutton and A. G. Barto: Reinforcement Learning - An Introduction, Cambridge, Massachusetts, London, England: MIT Press (1998)
8. N. Baba, N. Inoue and Y. Yanjun: Utilization of soft computing techniques for constructing reliable decision support systems for dealing stocks, in Proc. of International Joint Conference on Neural Networks (2002)
9. J.-Y. Potvin, P. Soriano and M. Vallee: Generating trading rules on the stock markets with genetic programming, Computers & Operations Research, Vol. 31, pp. 1033-1047 (2004)
10. K. J. Oh, T. Y. Kim, S.-H.Min and H. Y. Lee: Portfolio algorithm based on portfolio beta using genetic algorithm, Expert Systems with Application, Vol. 30, pp. 527-534 (2006)
11. S. Mabu, H.Hatakeyama, M. T. Thu, K. Hirasawa and J. Hu: Genetic Network Programming with Reinforcement Learning and Its Application to Making Mobile Robot Behavior. IEEJ Trans. EIS, Vol.126, No.8, pp.1009-1015 (2006)
12. K. H. Lee and G.S. Jo: Expert system for predicting stock market timing using a candlestick chart, Expert Systems with Applications, Vol.16, pp. 357-364 (1999)
13. Y. Izumi, T. Yamaguchi, S. Mabu, K. Hirasawa and J. Hu: Trading Rules on the Stock Market using Genetic Network Programming with Candlestick Chart, 2006 IEEE Congress on Evolutionary Computation, Sheraton Vancouver Wall Centre Hotel, Vancouver, BC, Canada, July 16-21, pp. 8531-8536 (2006)