Constant generation for the financial domain using grammatical evolution

This study reports the work to date on the analysis of different methodologies for constant creation with the aim of applying the most advantageous method to the dynamic real world problem of a live trading system. The methodologies explored here are Digit Concatenation and Grammatical Ephemeral Random Constants with clear advantages identified for a digit concatenation approach in combination with the ability to form new constants through their recombination within expressions. Categories and Subject Descriptors I.2.0 [Computing Methodologies]: Artificial Intelligence— General General Terms Algorithms, Theory Keywords Constant Creation, Digit Concatenation, Genetic Programming, Grammatical Evolution

• Type: Conference
• Year: 2005
• Where: GECCO
• Authors: Ian Dempsey
• Keywords: Constant Creation, Digit Concatenation, Digit Concatenation Approach, GECCO 2005