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Applications of genetic programming to finance and economics: past, present, future
Genetic Programming and Evolvable Machines ( IF 2.6 ) Pub Date : 2019-08-08 , DOI: 10.1007/s10710-019-09359-z
Anthony Brabazon , Michael Kampouridis , Michael O’Neill

While the origins of genetic programming (GP) stretch back over 50 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 GP 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.

中文翻译:

基因编程在金融和经济中的应用:过去、现在、未来

虽然遗传编程 (GP) 的起源可以追溯到 50 多年前,但 GP 领域因 1990 年代 John Koza 对该方法论的普及而充满活力。从那时起,GP 文献的一个特殊特征是对 GP 在现实世界问题领域的应用产生了浓厚的兴趣。一个引起极大关注的应用领域是金融和经济学,该子领域的数百篇论文被列入 GP 参考书目。在本文中,我们概述了为什么金融和经济一直是 GP 的热门应用领域,并简要说明这项工作的广泛范围。然而,尽管进行了这项研究,但学术界或工业界的主流金融界使用 GP 的证据相对较少。我们推测为什么会这样,
更新日期:2019-08-08
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