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Behavioural GP diversity for adaptive stock selection

Yan, W; Clack, CD; (2009) Behavioural GP diversity for adaptive stock selection. In: (pp. pp. 1641-1648).

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Abstract

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.

Type: Proceedings paper
Title: Behavioural GP diversity for adaptive stock selection
ISBN-13: 9781605583259
DOI: 10.1145/1569901.1570120
UCL classification: UCL > School of BEAMS
UCL > School of BEAMS > Faculty of Engineering Science
URI: http://discovery.ucl.ac.uk/id/eprint/1305006
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