Behavioural GP diversity for adaptive stock selection

Proceedings of the 11th Annual Genetic and Evolutionary Computation Conference, GECCO-2009

Volumn , Issue , 2009, Pages 1641-1648

  Yan, Wei ^a   Clack, Christopher D ^a  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

Author keywords

Diversity; Dynamic environment; Finance; Genetic programming; Phenotype; Robustness

Indexed keywords

CONTINUOUS LEARNING; DIVERSITY; DYNAMIC ENVIRONMENT; DYNAMIC ENVIRONMENTS; HEDGE FUNDS; NEW MECHANISMS; PORTFOLIO OPTIMIZATION; REAL WORLD DATA; REAL-WORLD;

FINANCIAL DATA PROCESSING; POPULATION STATISTICS;

GENETIC PROGRAMMING;

EID: 72749091464     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/1569901.1570120     Document Type: Conference Paper

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