Browsing Business Research Collection by Author "Agapitos, Alexandros"

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Browsing Business Research Collection by Author "Agapitos, Alexandros"

Now showing items 1-4 of 4

Evolutionary learning of technical trading rules without data-mining bias

Agapitos, Alexandros ; O'Neill, Michael ; Brabazon, Anthony (Springer, 2010-09)

In this paper we investigate the profitability of evolved technical trading rules when controlling for data-mining bias. For the first time in the evolutionary computation literature, a comprehensive test for a rule’s ...
Genetic Programming for the Induction of Seasonal Forecasts: A Study on Weather-derivatives

Agapitos, Alexandros ; O'Neill, Michael ; Brabazon, Anthony (Springer, 2012)

The last ten years has seen the introduction and rapid growth of a market in weather derivatives, financial instruments whose payoffs are determined by the outcome of an underlying weather metric. These instruments allow ...
Learning environment models in car racing using stateful genetic programming

Agapitos, Alexandros ; O'Neill, Michael ; Brabazon, Anthony ; Theodoridis, Theodoros (IEEE, 2011-08-31)

For computational intelligence to be useful in creating game agent AI we need to focus on methods that allow the creation and maintenance of models for the environment, which the artificial agents inhabit. Maintaining a ...
A preliminary investigation of overfitting in evolutionary driven model induction : implications for financial modelling

Tuite, Cliodhna ; Agapitos, Alexandros ; O'Neill, MIchael ; Brabazon, Anthony (Springer, 2011-04)

This paper investigates the effects of early stopping as a method to counteract overfitting in evolutionary data modelling using Genetic Programming. Early stopping has been proposed as a method to avoid model overtraining, ...