Agent-based computational economic modeling requires demanding work on computer programming. Usually, the publications as outcomes of running these programs do not provide readers ...
Abstract. Ordinal data play an important part in financial forecasting. For example, advice from expert sources may take the form of "bullish", "bearish" or &qu...
A mathematical formula containing one or more free variables is "general" in the sense that it represents the solution to all instances of a problem (instead of just the...
John R. Koza, Martin A. Keane, Jessen Yu, William ...
This paper presents an extension to genetic programming to allow the evolution of programs containing local variables with static scope which obey the invariant that all variables...
A mathematical formula containing one or more free variables is "general" in the sense that it provides a solution to an entire category of problems. For example, the fa...
John R. Koza, Jessen Yu, Martin A. Keane, William ...
Abstract. Statistical techniques for designing and analysing experiments are used to evaluate the individual and combined effects of genetic programming parameters. Three binary cl...
We present a new mechanism for preserving phenotypic behavioural diversity in a Genetic Programming application for hedge fund portfolio optimization, and provide experimental res...
In contrast with the diverse array of genetic algorithms, the Genetic Programming (GP) paradigm is usually applied in a relatively uniform manner. Heuristics have developed over t...
L. Darrell Whitley, Marc D. Richards, J. Ross Beve...
This paper compares the performance of the program evaluation phase of genetic programming using C and Common Lisp. A simple experiment is conducted, and the conclusion is that ge...
This work shows asymptotic convergence to global optima for a family of dynamically scaled genetic programming systems where the underlying population consists of a fixed number o...