Diverse Committees Vote for Dependable Profits.
GECCO 2007: GENETIC AND EVOLUTIONARY COMPUTATION CONFERENCE, VOL 1 AND 2.
(pp. 2226 - 2233).
ASSOC COMPUTING MACHINERY
Stock selection for hedge fund portfolios is a challenging problem for Genetic Programming (GP) because the markets (the environment in which the GP solution must survive) are dynamic, unpredictable and unforgiving. I-low can GP be improved so that solutions are produced that are robust to non-trivial changes in the environment? We explore an approach that uses a voting committee of GP individuals with differing phenotypic behaviour.
|Title:||Diverse Committees Vote for Dependable Profits|
|Event:||Annual Conference of Genetic and Evolutionary Computation Conference|
|Dates:||2007-07-07 - 2007-07-11|
|Keywords:||Genetic Programming, Robustness, Committee, Diversity, Finance, Dynamic Environment, TRACKING, ENSEMBLE|
|UCL classification:||UCL > School of BEAMS
UCL > School of BEAMS > Faculty of Engineering Science
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