Cooperative Coevolution of Technical Trading Rules
Lee Alan Becker, Mukund Seshadri · 2003
This paper describes how cooperative coevolufion 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.