Yan, W;
Clack, CD;
(2009)
Behavioural GP diversity for adaptive stock selection.
In: Rothlauf, F, (ed.)
Proceedings of the 11th Annual conference on Genetic and evolutionary computation.
(pp. pp. 1641-1648).
ACM: Association for Computing Machinery: Montréal QC, Canada.
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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 |
| Event: | GECCO’09 |
| ISBN-13: | 9781605583259 |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1145/1569901.1570120 |
| Publisher version: | https://doi.org/10.1145/1569901.1570120 |
| Language: | English |
| Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions. |
| Keywords: | Genetic Programming, Diversity, Phenotype, Finance, Robustness, Dynamic Environment |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10087087 |
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