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  • Search: subject:"grammatical evolution"
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Year of publication
Subject
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Finance 2 Financial instruments 2 Financial risk 2 Grammatical evolution 2 International finance 2 Risk management 2 Evolutionary computation 1 Limit order 1 Trade 1 Trade execution 1
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Online availability
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Congress Report 2
Language
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English 2
Author
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Brabazon, Anthony 2 Cui, Wei 2 O'Neill, Michael 2
Institution
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Science Foundation Ireland 2
Source
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BASE 2
Showing 1 - 2 of 2
Cover Image
Evolving dynamic trade execution strategies using grammatical evolution
Cui, Wei; Brabazon, Anthony; O'Neill, Michael - 2010
with the actual mechanics of buying or selling the desired amount of a financial instrument of interest.Grammatical … Evolution (GE) is an evolutionary automatic programmingmethodology which can be used to evolve rule sets. In this paper we use a …
Persistent link: https://www.econbiz.de/10009475636
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Cover Image
Evolving efficient limit order strategy using grammatical evolution
Cui, Wei; Brabazon, Anthony; O'Neill, Michael - 2010
execution strategy is designed for this task to minimize total trade cost. Grammatical Evolution (GE) is an evolutionary …
Persistent link: https://www.econbiz.de/10009475638
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