Wagner, Neal; Khouja, Moutaz; Michalewicz, Zbigniew; … - In: Applied Financial Economics 18 (2008) 5, pp. 357-378
Genetic programming (GP) uses the Darwinian principle of survival of the fittest and sexual recombination to evolve computer programs that solve problems. Several studies have applied GP to forecasting with favourable results. However, these studies, like others, have assumed a static...