Genetic Programming and Financial Trading: How Much About "What We Know"

  • Shu-Heng Chen
  • Tzu-Wen Kuo
  • Kong-Mui Hoi
Part of the Springer Optimization and Its Applications book series (SOIA, volume 18)


Stock Market Genetic Programming Trading Strategy Stock Index Foreign Exchange Market 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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An earlier version of the paper was presented as a plenary speech at the First International Symposium on Advanced Computation in Financial Markets (ACFM’2005), Istanbul, Turkey, December 15–17, 2005. The authors greatly benefited from the interaction with conference participants, particularly from the chair Uzay Kaymak. The authors are also grateful to one anonymous referee for the very helpful suggestions. The research support from NSC 94-2415-H-004-003 is greatly acknowledged.


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© Springer Science+Business Media, LLC 2008

Authors and Affiliations

  1. 1.AI-ECON Research CenterDepartment of Economics, National Chengchi UniversityTaipeiTaiwan
  2. 2.Department of Finance and BankingAletheia UniversityTamsuiTaiwan

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