Proceedings of the Annual Conference of the Institute of Systems, Control and Information Engineers
The 54th Annual Conference of the Institute of Systems, Control and Information Engineers
Session ID : W372
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Host: Institute of Systems, Control and Information Engineers

Improvement of Matching Rules On Stock Markets Using Genetic Network Programming With Rule Accumulation
*Yuzhu Lian, Shingo Mabu, Kotaro Hirasawa
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Keywords: GNP-RA, Stock Market, Matching Degree
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Abstract
Genetic Network Programming (GNP) works effectively in dynamic environments. An extension of GNP named GNP with rule accumulation has been already proposed and applied to a stock market application. In this paper, important improvement of matching degree based on GNP-RA is proposed to evaluate the trading rules.
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© 2010 The Institute of Systems, Control and Information Engineers
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