IEEE - Institute of Electrical and Electronics Engineers, Inc. - The syntax of stock selection: Grammatical Evolution of a stock picking model

2010 IEEE Congress on Evolutionary Computation (CEC)

Author(s): McGee, R. ; O'Neill, M. ; Brabazon, A.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 July 2010
Conference Location: Barcelona, Spain, Spain
Conference Date: 18 July 2010
Page(s): 1 - 8
ISBN (CD): 978-1-4244-6910-9
ISBN (Electronic): 978-1-4244-6911-6
ISBN (Paper): 978-1-4244-6909-3
DOI: 10.1109/CEC.2010.5586001
Regular:

A significant problem in the area of stock selection is that of identifying the factors that affect a security's return. While modern portfolio theory suggests a linear multi-factor model in the... View More

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