An application of genetic programming to investment system optimization

被引：0
|
作者：
Smith, CE [1 ]
机构：
[1] Ned Davis Res Inc, Venice, FL 34292 USA
来源：
GECCO-99: PROCEEDINGS OF THE GENETIC AND EVOLUTIONARY COMPUTATION CONFERENCE | 1999年
关键词：
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
The Ned Davis Research Evolutionary Optimizer (NEO) is a tool that performs genetic programming optimization of quantitative investment systems. It selects combinations of commands, arguments, and parameters that form nearly optimal programs for investment timing or asset allocation. The primary inputs to NEO are a set of market or economic data series and a template that limits the types of code that can be generated. The output is a program (in NDR's proprietary language Technalyzer) that provides investment timing signals or asset allocation recommendations.
引用
收藏
页码：1798 / 1798
页数：1
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