Overfitting or Poor Learning: A Critique of Current Financial Applications of GP

Shu-Heng Chen, Tzu-Wen Kuo. Overfitting or Poor Learning: A Critique of Current Financial Applications of GP. In Conor Ryan, Terence Soule, Maarten Keijzer, Edward P. K. Tsang, Riccardo Poli, Ernesto Costa, editors, Genetic Programming, 6th European Conference, EuroGP 2003, Essex, UK, April 14-16, 2003. Proceedings. Volume 2610 of Lecture Notes in Computer Science, pages 34-46, Springer, 2003. [doi]

Abstract

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