Brabazon, Anthony; Michael O’Neill - In: Computational Management Science 1 (2004) 3, pp. 311-327
Grammatical Evolution (GE) is a novel, data-driven, model-induction tool, inspired by the biological gene-to-protein mapping process. This study provides an introduction to GE, and applies the methodology in an attempt to uncover useful technical trading rules which can be used to trade foreign...