Search Results - subject:"Genetic Programming"

A comparison of wavelet networks and genetic programming in the context of temperature derivatives

Alexandridis, Antonis K.; Kampouridis, Michael; Cramer, Sam - In: International journal of forecasting 33 (2017) 1, pp. 21-47

Persistent link: https://www.econbiz.de/10011754682

The application of technical trading rules developed from spot market prices on futures market prices using CAPM

Er, Hakan; Hushmat, Adnan - In: Eurasian business review 7 (2017) 3, pp. 313-353

Futures markets have seen a phenomenal success since their inception both in developed and developing countries during the last four decades. This success is attributable to the tremendous leverage the futures provide to market participants. This study contributes to the literature by analyzing...

Persistent link: https://www.econbiz.de/10011813470

Assessment of the effect of the financial crisis on agents' expectations through symbolic regression

Claveria, Oscar; Monte, Enric; Torra, Salvador - In: Applied economics letters 24 (2017) 7/9, pp. 648-652

Persistent link: https://www.econbiz.de/10011713088

Using survey data to forecast real activity with evolutionary algorithms : a cross-country analysis

Claveria, Oscar; Monte, Enric; Torra, Salvador - In: Journal of applied economics 20 (2017) 2, pp. 329-349

Persistent link: https://www.econbiz.de/10011950622

Software Defect Prediction Using Genetic Programming and Neural Networks

Akour, Mohammed; Melhem, Wasen Yahya - In: International Journal of Open Source Software and … 8 (2017) 4, pp. 32-51

effects and accuracy of genetic programming on software defect prediction. To find solutions for this problem, a comparative … software defect prediction experiment between genetic programming and neural networks are performed on four datasets from the …-based classification is useful. Nevertheless, this article specifies that the application and usage of genetic programming is highly …

Persistent link: https://www.econbiz.de/10012046984

Fund managers - why the best might be the worst: On the evolutionary vigor of risk-seeking behavior

Witte, Björn-Christopher - 2011

This article explores the influence of competitive conditions on the evolutionary fitness of different risk preferences. As a practical example, the professional competition between fund managers is considered. To explore how different settings of competition parameters, the exclusion rate and...

Persistent link: https://www.econbiz.de/10010306759

Testing market imperfections via genetic programming

Jansen, Sebastian - 2011

are generated by using an evolutionary optimization algorithm (Genetic Programming) based on training samples. The trading … Handelsregeln mit Hilfe eines evolutionären Optimierungsalgorithmus (Genetic Programming) anhand von Trainingsdaten erlernt und … Seng. Es zeigt sich, dass die mittels Genetic Programming generierten Handelsstrategien den Benchmark auf …

Persistent link: https://www.econbiz.de/10009451192

A Genetic Programming Approach to Geometrical Digital Content Modeling in Web Oriented Applications

PALAGHITA, Dragos - In: Informatica Economica 15 (2011) 1, pp. 31-47

The paper presents the advantages of using genetic techniques in web oriented problems. The specific area of genetic … programming applications that paper approaches is content modeling. The analyzed digital content is formed through the … content is analyzed and specific features are extracted in order to develop an analysis system through the use of genetic …

Persistent link: https://www.econbiz.de/10009416322

Fund managers - why the best might be the worst: On the evolutionary vigor of risk-seeking behavior

Witte, Björn-Christopher - Bamberg Economic Research Group on Government and … - 2011

Persistent link: https://www.econbiz.de/10009323615

Learning to trade in an unbalanced market

Hauser, Florian; LiCalzi, Marco - Dipartimento di Management, Università Ca' Foscari Venezia - 2011

We study the evolution of trading strategies in double auctions as the size of the market gets larger. When the number of buyers and sellers is balanced, Fano et al. (2011) show that the choice of the order-clearing rule (simultaneous or asynchronous) steers the emergence of fundamentally...

Persistent link: https://www.econbiz.de/10009018192