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Applying Genetic Regulatory Networks to Index Trading
Author(s)
Date Issued
2012-09-05
Date Available
2016-11-25T10:07:26Z
Abstract
This paper explores the computational power of genetic regulatory network models, and the practicalities of applying these to real-world problems. The specific domain of financial trading is tackled; this is a problem where time-dependent decisions are critical, and as such benefits from the differential gene expression that these networks provide. The results obtained are on par with the best found in the literature, and highlight the applicability of these models to this type of problem.
Sponsorship
Science Foundation Ireland
Type of Material
Conference Publication
Publisher
Springer
Copyright (Published Version)
Springer 2012
Language
English
Status of Item
Peer reviewed
Journal
Coelle Coello, C.A., Cutello, V., Deb, K., Forest, S., Giuseppe, N. and Pavone, M. (eds.). Proceedings (Part 2): Parallel Problem Solving from Nature - PPSN XII (Lecture Notes in Computer science Volume 3492)
Conference Details
12th International Conference on Parallel Problem Solving from Nature, Taormina, Italy, 1-5 September 2012
ISBN
9783642329630
This item is made available under a Creative Commons License
File(s)
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Name
financial.pdf
Size
216.69 KB
Format
Adobe PDF
Checksum (MD5)
f025d688c3ffbba46745c7295c5af1f2
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