Title
Applying genetic regulatory networks to index trading
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.
Year
DOI
Venue
2012
10.1007/978-3-642-32964-7_43
PPSN (2)
Keywords
Field
DocType
time-dependent decision,specific domain,index trading,financial trading,differential gene expression,genetic regulatory network model,computational power
Mathematical optimization,Natural computing,Computer science,Stock market index,Evolutionary computation,Technical indicator,Risk analysis (engineering),Financial prediction,Gene regulatory network,Grammatical evolution,Network model,Management science
Conference
Citations 
PageRank 
References 
5
0.52
6
Authors
3
Name
Order
Citations
PageRank
Miguel Nicolau112513.86
Michael O'Neill287669.58
Anthony Brabazon391898.60