Cooperative Coevolution of Technical Trading Rules

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Becker, Lee A; Seshadri, Mukund
Computer Sciences
artifact description
This paper describes how cooperative coevolution can be used for GP of technical trading rules. A number of different methods of choosing collaborators for fitness evaluation are investigated. Several of the methods outperformed, at a statistically significant level, a buy-and-hold strategy for the S&P500 on the testing period from 1990-2002, even taking into account transaction costs.