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Applications of Genetic Programming to Finance and Economics: Past, Present, Future

Brabazon, Anthony, Kampouridis, Michael, 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. ISSN 1389-2576. (doi:10.1007/s10710-019-09359-z) (KAR id:75949)

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Abstract

While the origins of Genetic Programming (GP) stretch back over fifty 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 Genetic Programming 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
DOI/Identification number: 10.1007/s10710-019-09359-z
Uncontrolled keywords: Finance, Economics, Quantitative Trading, Genetic Programming
Divisions: Faculties > Sciences > School of Computing
Depositing User: Michael Kampouridis
Date Deposited: 22 Aug 2019 12:46 UTC
Last Modified: 10 Sep 2020 12:09 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/75949 (The current URI for this page, for reference purposes)
Kampouridis, Michael: https://orcid.org/0000-0003-0047-7565
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