GENETIC PROGRAMMING APPLICATIONS IN FINANCIAL MODELING

被引：0

作者：

Yin, Zheng ^{[1
]}

Brabazon, Anthony ^{[1
]}

O'Sullivan, Conall

机构：

[1] Univ Coll Dublin, NCRA Grp, Dublin, Ireland

来源：

MENDEL 2008 | 2008年

关键词：

Financial modeling; Genetic programming; Trading strategy; Price/return prediction;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

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.

引用

页码：59 / 64

页数：6

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