Search Results - subject:"grammatical evolution"

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

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

Grammatical evolution in developing optimal inventory policies for serial and distribution supply chains

Phelan, Michael; McGarraghy, Seán - In: International journal of production research 54 (2016) 1/2, pp. 336-364

Persistent link: https://www.econbiz.de/10011491404

Grammar-based generation of stochastic local search heuristics through automatic algorithm configuration tools

Mascia, Franco; López-Ibáñez, Manuel; … - In: Computers & operations research : and their … 51 (2014), pp. 190-199

Persistent link: https://www.econbiz.de/10010408863

Dynamic trade execution: a grammatical evolution approach

Cui, Wei; Brabazon, Anthony; O'Neill, Michael - In: International Journal of Financial Markets and Derivatives 2 (2011) 1/2, pp. 4-31

Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument. Investors wishing to execute large orders face a tradeoff between market impact and opportunity cost. Trade execution strategies are designed to balance out these costs,...

Persistent link: https://www.econbiz.de/10010670194

Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution

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 …

Persistent link: https://www.econbiz.de/10005147274