@inproceedings{santini:2001:EuroGP,
title = {Genetic Programming for Financial Time Series
Prediction},
address = {Lake Como, Italy},
author = {Massimo Santini and Andrea Tettamanzi},
booktitle = {Genetic Programming, Proceedings of EuroGP'2001},
editor = {Julian F. Miller and Marco Tomassini and Pier Luca Lanzi and Conor Ryan and Andrea G. B. Tettamanzi and William B. Langdon},
month = {18-20 April},
pages = {361--370},
publisher = {Springer-Verlag},
series = {LNCS},
url = {http://www.springerlink.com/openurl.asp?genre=article&issn=0302-9743&volume=2038&spage=361},
volume = {2038},
year = {2001},
abstract = {This paper describes an application of genetic
programming to forecasting financial markets that
allowed the authors to rank first in a competition
organized within the CEC2000 on {"}Dow Jones
Prediction{"}. The approach is substantially driven by
the rules of that competition, and is characterized by
individuals being made up of multiple GP expressions
and specific genetic operators.},
organisation = {EvoNET}, publisher_address = {Berlin}, size = {10 pages}, isbn = {3-540-41899-7}, notes = {EuroGP'2001, part of \cite{miller:2001:gp}},
keywords = {Crossover Financial Genetic Multi-expression Series Time algorithms, genetic individuals, markets, operators, prediction, programming, }
}
::