Early stopping typically stops training the first time validation fitness disimproves. This may not be the best strategy given that validation fitness can subsequently increase or decrease. We examine the effects of stopping ...
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, ...
Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument. Investors wishing to execute large orders face a tradeoff between market impact and opportunity cost. ...
Decision tree learning is one of the most widely used and practical methods for inductive inference. We present a novel method that increases the generalisation of genetically-induced classification trees,
which employ ...
This chapter explores the issue of overfitting in grammar-based Genetic Programming. Tools such as Genetic Programming are well suited to problems in finance where we seek to learn or induce a model from data. Models that ...