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Genetic network programming with actor-critic and its application to stock trading model

Authors:

Shingo Mabu,

Yan Chen,

Kotaro Hirasawa,

Jinglu HuAuthors Info & Claims

GECCO '07: Proceedings of the 9th annual conference on Genetic and evolutionary computation

Page 2263

https://doi.org/10.1145/1276958.1277398

Published: 07 July 2007 Publication History

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Mabu SHirasawa K(2011)Efficient program generation by evolving graph structures with multi-start nodesApplied Soft Computing10.1016/j.asoc.2011.01.03311:4(3618-3624)Online publication date: 1-Jun-2011
https://dl.acm.org/doi/10.1016/j.asoc.2011.01.033
Chen YMabu SShimada KHirasawa K(2009)A genetic network programming with learning approach for enhanced stock trading modelExpert Systems with Applications: An International Journal10.1016/j.eswa.2009.05.05436:10(12537-12546)Online publication date: 1-Dec-2009
https://dl.acm.org/doi/10.1016/j.eswa.2009.05.054
Chen YOhkawa EMabu SShimada KHirasawa K(2009)A portfolio optimization model using Genetic Network Programming with control nodesExpert Systems with Applications: An International Journal10.1016/j.eswa.2009.02.04936:7(10735-10745)Online publication date: 1-Sep-2009
https://dl.acm.org/doi/10.1016/j.eswa.2009.02.049

Index Terms

Genetic network programming with actor-critic and its application to stock trading model
1. Computing methodologies
  1. Machine learning
    1. Learning settings

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Genetic Network Programming (GNP) has been proposed as a graph-based evolutionary algorithm. GNP works well especially in dynamic environments due to its graph structures. In addition, a stock trading model using GNP with Importance Index (GNP-IMX) has ...

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Published In

GECCO '07: Proceedings of the 9th annual conference on Genetic and evolutionary computation

July 2007

2313 pages

ISBN:9781595936974

DOI:10.1145/1276958

General Chair:
Hod Lipson
Cornell University, USA

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Association for Computing Machinery

New York, NY, United States

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Published: 07 July 2007

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GECCO07: Genetic and Evolutionary Computation Conference

July 7 - 11, 2007

London, England

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GECCO '07 Paper Acceptance Rate 266 of 577 submissions, 46%;

Overall Acceptance Rate 1,669 of 4,410 submissions, 38%

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Mabu SHirasawa K(2011)Efficient program generation by evolving graph structures with multi-start nodesApplied Soft Computing10.1016/j.asoc.2011.01.03311:4(3618-3624)Online publication date: 1-Jun-2011
https://dl.acm.org/doi/10.1016/j.asoc.2011.01.033
Chen YMabu SShimada KHirasawa K(2009)A genetic network programming with learning approach for enhanced stock trading modelExpert Systems with Applications: An International Journal10.1016/j.eswa.2009.05.05436:10(12537-12546)Online publication date: 1-Dec-2009
https://dl.acm.org/doi/10.1016/j.eswa.2009.05.054
Chen YOhkawa EMabu SShimada KHirasawa K(2009)A portfolio optimization model using Genetic Network Programming with control nodesExpert Systems with Applications: An International Journal10.1016/j.eswa.2009.02.04936:7(10735-10745)Online publication date: 1-Sep-2009
https://dl.acm.org/doi/10.1016/j.eswa.2009.02.049

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Trading rules on stock markets using genetic network programming with sarsa learning

A genetic network programming with learning approach for enhanced stock trading model

Stock trading strategies by genetic network programming with flag nodes

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Trading rules on stock markets using genetic network programming with sarsa learning

A genetic network programming with learning approach for enhanced stock trading model

Stock trading strategies by genetic network programming with flag nodes

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