GENETIC PROGRAMMING APPLICATIONS IN FINANCIAL MODELING

Genetic Programming (GP) is an automated computational programming methodology, inspired by the workings of natural evolution techniques. It has been applied to solve complex problems in, multiple domains including finance. This paper reviewed its applications in financial markets. Financial time series prediction and technical trading are the most attractive things in financial markets as driven by the profits. This paper analyzes GP's potential utility in these two areas and reviews its applications cross different financial markets. The future research directions of GP in financial markets have been highlighted.