Nicolau, MiguelMiguelNicolauO'Neill, MichaelMichaelO'NeillBrabazon, AnthonyAnthonyBrabazon2016-11-252016-11-25Springer 22012-09-059783642329630http://hdl.handle.net/10197/814812th International Conference on Parallel Problem Solving from Nature, Taormina, Italy, 1-5 September 2012This 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.enThe final publication is available at Springer via http://dx.doi.org/10.1007/978-3-642-32964-7_43.Evolutionary computationNatural computingGenetic regulatory networksFinancial predictionIndex tradingApplying Genetic Regulatory Networks to Index TradingConference Publication10.1007/978-3-642-32964-7_432016-11-15https://creativecommons.org/licenses/by-nc-nd/3.0/ie/