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GECCO
2006
Springer
148views Optimization» more  GECCO 2006»
13 years 11 months ago
Behavioural GP diversity for dynamic environments: an application in hedge fund investment
We present a new mechanism for preserving phenotypic behavioural diversity in a Genetic Programming application for hedge fund portfolio optimization, and provide experimental res...
Wei Yan, Christopher D. Clack
GECCO
2004
Springer
117views Optimization» more  GECCO 2004»
14 years 27 days ago
Multi-agent Foreign Exchange Market Modelling Via GP
In this work genetic programming is used to express and evolve trading strategies for a foreign exchange currency market simulator.
Stephen Dignum, Riccardo Poli
EUROGP
2007
Springer
145views Optimization» more  EUROGP 2007»
13 years 11 months ago
GP Classifier Problem Decomposition Using First-Price and Second-Price Auctions
This work details an auction-based model for problem decomposition in Genetic Programming classification. The approach builds on the population-based methodology of Genetic Progra...
Peter Lichodzijewski, Malcolm I. Heywood
GECCO
2006
Springer
143views Optimization» more  GECCO 2006»
13 years 11 months ago
Heterogeneous cooperative coevolution: strategies of integration between GP and GA
Cooperative coevolution has proven to be a promising technique for solving complex combinatorial optimization problems. In this paper, we present four different strategies which i...
Leonardo Vanneschi, Giancarlo Mauri, Andrea Valsec...
GECCO
2007
Springer
156views Optimization» more  GECCO 2007»
14 years 1 months ago
A phenotypic analysis of GP-evolved team behaviours
This paper presents an approach to analyse the behaviours of teams of autonomous agents who work together to achieve a common goal. The agents in a team are evolved together using...
Darren Doherty, Colm O'Riordan