Evolving Market Index Trading Rules Using Grammatical Evolution

Michael O Neill, Anthony Brabazon, Conor Ryan, J. J. Collins. Evolving Market Index Trading Rules Using Grammatical Evolution. In Egbert J. W. Boers, Jens Gottlieb, Pier Luca Lanzi, Robert E. Smith, Stefano Cagnoni, Emma Hart, Günther R. Raidl, H. Tijink, editors, Applications of Evolutionary Computing, EvoWorkshops 2001: EvoCOP, EvoFlight, EvoIASP, EvoLearn, and EvoSTIM, Como, Italy, April 18-20, 2001, Proceedings. Volume 2037 of Lecture Notes in Computer Science, pages 343-352, Springer, 2001. [doi]

Abstract

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