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publications

(9)   

• Evolving robust GP solutions for hedge fund stock selection in emerging markets
  Wei Yan and Christopher D. Clack GECCO '07: Proceedings of the 9th annual conference on Genetic and evolutionary computation, 2, page2234--2241. London, ACM Press, 7-11 July2007.
  to dynamic programming, finance, Applications, genetic environments, adaptation, phenotype algorithms, diversity, Real-World by brazovayeye and 1 other person on Jun 19, 2008, 5:46 PM
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• Diverse committees vote for dependable profits
  Wei Yan and Christopher D. Clack GECCO '07: Proceedings of the 9th annual conference on Genetic and evolutionary computation, 2, page2226--2233. London, ACM Press, 7-11 July2007.
  to dynamic programming, finance, Applications, genetic environments, robustness algorithms, diversity, Real-World by brazovayeye and 1 other person on Jun 19, 2008, 5:46 PM
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• Behavioural GP diversity for dynamic environments: an application in hedge fund investment
  Wei Yan and Christopher D. Clack GECCO 2006: Proceedings of the 8th annual conference on Genetic and evolutionary computation, 2, page1817--1824. Seattle, Washington, USA, ACM Press, 8-12 July2006.
  to dynamic programming, finance, Applications, genetic adaptation, phenotype environment, algorithms, diversity, Real-World by brazovayeye and 1 other person on Jun 19, 2008, 5:46 PM
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• EDDIE beats the bookies
  Edward P. K. Tsang and Jin Li and James M. Butler Software: Practice and Experience28(10):1033--1043(1998)
  to programming, finance, genetic horse forecasting, algorithms, racing, investment by brazovayeye and 1 other person on Jun 19, 2008, 5:46 PM
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• Designing safe, profitable automated stock trading agents using evolutionary algorithms
  Harish Subramanian and Subramanian Ramamoorthy and Peter Stone and Benjamin J. Kuipers GECCO 2006: Proceedings of the 8th annual conference on Genetic and evolutionary computation, 2, page1777--1784. Seattle, Washington, USA, ACM Press, 8-12 July2006.
  to programming, finance, Applications, fitness genetic algorithms, evaluation Real-World by brazovayeye and 1 other person on Jun 19, 2008, 5:46 PM
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• Predicting currency exchange rates by genetic programming with trigonometric functions and high-order statistics
  Roy Schwaerzel and Tom Bylander GECCO 2006: Proceedings of the 8th annual conference on Genetic and evolutionary computation, 1, page955--956. Seattle, Washington, USA, ACM Press, 8-12 July2006.
  to series ANN, Poster, analysis, high-order set set, programming: neural prediction/forecasting, acquisition, learning, statistical and function time parameter finance, genetic trigonometric connectionism nets, algorithms, language by brazovayeye and 1 other person on Jun 19, 2008, 5:35 PM
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• On the Evolution of Investment Strategies and the Kelly Rule A Darwinian Approach
  Terje Lensberg and Klaus Reiner Schenk-Hoppe Review of Finance11(1):25--50(2007)
  to Evolutionary programming, finance, choice genetic portfolio algorithms, by brazovayeye on Jun 19, 2008, 5:35 PM
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• Price Discovery in Agent-Based Computational Modeling of the Artificial Stock Market
  Shu-Heng Chen and Chung-Chih Liao Genetic Algorithms and Genetic Programming in Computational Finance, chapter 16, Kluwer Academic Press, (2002)
  to Discovery, Rational Finance, programming, Excessive genetic Computational Homogeneous Price Equilibrium, algorithms, Agent-Based Volatility Expectation by brazovayeye on Jun 19, 2008, 5:35 PM
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• Natural Computing in Computational Finance
  Anthony Brabazon and Michael O'Neill (eds.). Studies in Computational Intelligence Springer, April2008. Due 27 Feb 2008 .
  to evolution, computational quantum-inspired strategies, evolution finance, programming, foraging, differential genetic evolutionary algorithms algorithms, bacterial by brazovayeye and 1 other person on Jun 19, 2008, 5:35 PM
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