Brabazon, Anthony and Kampouridis, Michael and O’Neill, Michael (2020) Applications of genetic programming to finance and economics: past, present, future. Genetic Programming and Evolvable Machines, 21 (1-2). pp. 33-53. DOI https://doi.org/10.1007/s10710-019-09359-z
Brabazon, Anthony and Kampouridis, Michael and O’Neill, Michael (2020) Applications of genetic programming to finance and economics: past, present, future. Genetic Programming and Evolvable Machines, 21 (1-2). pp. 33-53. DOI https://doi.org/10.1007/s10710-019-09359-z
Brabazon, Anthony and Kampouridis, Michael and O’Neill, Michael (2020) Applications of genetic programming to finance and economics: past, present, future. Genetic Programming and Evolvable Machines, 21 (1-2). pp. 33-53. DOI https://doi.org/10.1007/s10710-019-09359-z
Abstract
While the origins of genetic programming (GP) stretch back over 50 years, the field of GP was invigorated by John Koza’s popularisation of the methodology in the 1990s. A particular feature of the GP literature since then has been a strong interest in the application of GP to real-world problem domains. One application domain which has attracted significant attention is that of finance and economics, with several hundred papers from this subfield being listed in the GP bibliography. In this article we outline why finance and economics has been a popular application area for GP and briefly indicate the wide span of this work. However, despite this research effort there is relatively scant evidence of the usage of GP by the mainstream finance community in academia or industry. We speculate why this may be the case, describe what is needed to make this research more relevant from a finance perspective, and suggest some future directions for the application of GP in finance and economics.
Item Type: | Article |
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Uncontrolled Keywords: | Finance; Economics; Quantitative trading; Genetic programming |
Divisions: | Faculty of Science and Health Faculty of Science and Health > Computer Science and Electronic Engineering, School of |
SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
Depositing User: | Unnamed user with email elements@essex.ac.uk |
Date Deposited: | 02 Feb 2021 14:29 |
Last Modified: | 30 Oct 2024 20:45 |
URI: | http://repository.essex.ac.uk/id/eprint/29675 |
Available files
Filename: GPEM2018-Revised.pdf