# GeneticProgrammingTradingExperiments

**Repository Path**: ctpaaa/GeneticProgrammingTradingExperiments

## Basic Information

- **Project Name**: GeneticProgrammingTradingExperiments
- **Description**: Code from the paper "Robust technical trading strategies using GP for algorithmic portfolio selection"
- **Primary Language**: Unknown
- **License**: Not specified
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2020-04-09
- **Last Updated**: 2020-12-19

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# GeneticProgrammingTradingExperiments

Please unzip ibex.pickle.gz to run the experiments

Please cite :

@article{Berutich:2016:RTT:2873073.2873256,
 author = {Berutich, Jos{\'e} Manuel and L\'{o}pez, Francisco and Luna, Francisco and Quintana, David},
 title = {Robust Technical Trading Strategies Using GP for Algorithmic Portfolio Selection},
 journal = {Expert Syst. Appl.},
 issue_date = {March 2016},
 volume = {46},
 number = {C},
 month = mar,
 year = {2016},
 issn = {0957-4174},
 pages = {307--315},
 numpages = {9},
 url = {https://doi.org/10.1016/j.eswa.2015.10.040},
 doi = {10.1016/j.eswa.2015.10.040},
 acmid = {2873256},
 publisher = {Pergamon Press, Inc.},
 address = {Elmsford, NY, USA},
 keywords = {Algorithmic trading, Finance, Genetic programming, Portfolio management, Trading rule},
}