Document Type

Other

Publication Date

4-2003

Abstract

This paper describes how cooperative coevolution can be used for GP of technical trading rules. A number of different methods of choosing collaborators for fitness evaluation are investigated. Several of the methods outperformed, at a statistically significant level, a buy-and-hold strategy for the S&P500 on the testing period from 1990-2002, even taking into account transaction costs.

DOI

WPI-CS-TR-03-15

Share

 
COinS