Behavioural GP diversity for adaptive stock selection.
(pp. pp. 1641-1648).
We present a new mechanism for preserving phenotypic behavioural diversity in Genetic Programming. We provide a real-world case study for hedge fund portfolio optimization, and experimental results on real-world data that indicate the importance of phenotypic behavioural diversity both in achieving higher fitness and in improving the robustness of the GP population for continuous learning. Copyright 2009 ACM.
|Title:||Behavioural GP diversity for adaptive stock selection|
|UCL classification:||UCL > School of BEAMS
UCL > School of BEAMS > Faculty of Engineering Science
Archive Staff Only