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GECCO
2007
Springer
195views Optimization» more  GECCO 2007»
14 years 3 months ago
Diverse committees vote for dependable profits
Stock selection for hedge fund portfolios is a challenging problem for Genetic Programming (GP) because the markets (the environment in which the GP solution must survive) are dyn...
Wei Yan, Christopher D. Clack
GECCO
2007
Springer
141views Optimization» more  GECCO 2007»
14 years 5 months ago
Evolving robust GP solutions for hedge fund stock selection in emerging markets
Abstract Stock selection for hedge fund portfolios is a challenging problem for Genetic Programming (GP) because the markets (the environment in which the GP solution must survive)...
Wei Yan, Christopher D. Clack