{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,20]],"date-time":"2026-02-20T04:48:18Z","timestamp":1771562898605,"version":"3.50.1"},"publisher-location":"Boston, MA","reference-count":92,"publisher":"Springer US","isbn-type":[{"value":"9781489976857","type":"print"},{"value":"9781489976871","type":"electronic"}],"license":[{"start":{"date-parts":[[2017,1,1]],"date-time":"2017-01-01T00:00:00Z","timestamp":1483228800000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2017]]},"DOI":"10.1007\/978-1-4899-7687-1_88","type":"book-chapter","created":{"date-parts":[[2019,3,20]],"date-time":"2019-03-20T20:09:45Z","timestamp":1553112585000},"page":"435-444","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Evolutionary Computation in Finance"],"prefix":"10.1007","author":[{"given":"Seraf\u00edn","family":"Mart\u00ednez-Jaramillo","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Tonatiuh Pe\u00f1a","family":"Centeno","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Biliana","family":"Alexandrova-Kabadjova","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"AlmaLilia","family":"Garc\u00eda-Almanza","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2017,4,14]]},"reference":[{"key":"88_CR5144","doi-asserted-by":"publisher","first-page":"245","DOI":"10.1016\/S0304-405X(98)00052-X","volume":"51","author":"F Allen","year":"1999","unstructured":"Allen F, Karjalainen R (1999) Using genetic algorithms to find technical trading rules. J Financ Econ 51:245\u2013271","journal-title":"J Financ Econ"},{"issue":"4","key":"88_CR5145","doi-asserted-by":"publisher","first-page":"589","DOI":"10.1111\/j.1540-6261.1968.tb00843.x","volume":"23","author":"EI Altman","year":"1968","unstructured":"Altman EI (1968) Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. J Financ 23(4):589\u2013609","journal-title":"J Financ"},{"key":"88_CR5146","doi-asserted-by":"publisher","first-page":"5","DOI":"10.1023\/A:1020281327116","volume":"50","author":"C Andrieu","year":"2003","unstructured":"Andrieu C, de Freitas N, Doucet A, Jordan MI (2003) An introduction to MCMC for machine learning. Mach Learn 50:5\u201343","journal-title":"Mach Learn"},{"key":"88_CR5147","first-page":"353","volume":"81","author":"WB Arthur","year":"1991","unstructured":"Arthur WB (1991) Learning and adaptive economic behavior. Designing economic agents that act like human agents: a behavioral approach to bounded rationality. Am Econ Rev 81:353\u2013359","journal-title":"Am Econ Rev"},{"key":"88_CR5148","first-page":"406","volume":"84","author":"WB Arthur","year":"1994","unstructured":"Arthur WB (1994) Inductive reasoning and bounded rationality: the El Farol problem. Am Econ Rev 84:406\u2013411","journal-title":"Am Econ Rev"},{"key":"88_CR5149","volume-title":"The economy as an evolving complex system II","author":"WB Arthur","year":"1997","unstructured":"Arthur WB, Holland JH, LeBaron B, Palmer RG, Talyer P (1997) Asset pricing under endogenous expectations in an artificial stock market. In: Arthur WB, Durlauf S, Lane D (eds) The economy as an evolving complex system II. Addison-Wesley, Reading"},{"issue":"4","key":"88_CR5150","doi-asserted-by":"publisher","first-page":"929","DOI":"10.1109\/72.935101","volume":"12","author":"AF Atiya","year":"2001","unstructured":"Atiya AF (2001) Bankruptcy prediction for credit risk using neural networks: a survey and new results. IEEE Trans Neural Netw 12(4):929\u2013935","journal-title":"IEEE Trans Neural Netw"},{"key":"88_CR5151","doi-asserted-by":"publisher","first-page":"430","DOI":"10.1016\/S0378-4371(97)00401-9","volume":"246","author":"P Bak","year":"1997","unstructured":"Bak P, Paczuski M, Shubik M (1997) Price variations in a stock market with many agents. Physica A 246:430\u2013453","journal-title":"Physica A"},{"issue":"1","key":"88_CR5152","doi-asserted-by":"publisher","first-page":"243","DOI":"10.1257\/aer.99.1.243","volume":"99","author":"RJ Barro","year":"2009","unstructured":"Barro RJ (2009) Rare disasters, asset prices, and welfare costs. Am Econ Rev 99(1):243\u2013264","journal-title":"Am Econ Rev"},{"key":"88_CR5153","doi-asserted-by":"publisher","first-page":"164","DOI":"10.1214\/aoms\/1177697196","volume":"41","author":"LE Baum","year":"1970","unstructured":"Baum LE, Petrie T, Soules G, Weiss N (1970) A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains. Ann Math Stat 41:164\u2013171","journal-title":"Ann Math Stat"},{"issue":"2","key":"88_CR5154","doi-asserted-by":"publisher","first-page":"169","DOI":"10.1109\/4235.996016","volume":"6","author":"S Bhattacharyya","year":"2002","unstructured":"Bhattacharyya S, Pictet OV, Zumbach G (2002) Knowledge-intensive genetic discovery in foreign exchange markets. IEEE Trans Evol Comput 6(2):169\u2013181","journal-title":"IEEE Trans Evol Comput"},{"key":"88_CR5155","doi-asserted-by":"publisher","first-page":"637","DOI":"10.1086\/260062","volume":"81","author":"F Black","year":"1973","unstructured":"Black F, Scholes M (1973) The pricing of options and corporate liabilities. J Political Econ 81:637\u2013654","journal-title":"J Political Econ"},{"issue":"3","key":"88_CR5156","doi-asserted-by":"publisher","first-page":"311","DOI":"10.1007\/s10287-004-0018-5","volume":"1","author":"A Brabazon","year":"2004","unstructured":"Brabazon A, O\u2019Neill M (2004) Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution. Comput Manag Sci 1(3):311\u2013327","journal-title":"Comput Manag Sci"},{"key":"88_CR5157","doi-asserted-by":"crossref","unstructured":"Brabazon A, O\u2019Neill M (eds) (2008) Natural computing in computational finance. Volume 100 of studies in computational intelligence. Springer, Berlin","DOI":"10.1007\/978-3-540-77477-8"},{"key":"88_CR5158","doi-asserted-by":"crossref","unstructured":"Brabazon A, O\u2019Neill M (eds) (2009) Natural computing in computational finance, vol 2. Volume 185 of studies in computational intelligence. Springer, Berlin","DOI":"10.1007\/978-3-540-95974-8"},{"key":"88_CR5159","first-page":"269","volume":"1","author":"MW Brandt","year":"2009","unstructured":"Brandt MW (2009) Portfolio choice problems. Handb Financ Econom 1:269\u2013336","journal-title":"Handb Financ Econom"},{"key":"88_CR5160","volume-title":"Classification and regression trees","author":"L Breiman","year":"1984","unstructured":"Breiman L, Friedman JH, Olshen RA, Stone CJ (1984) Classification and regression trees. Wadsworth International Group, Belmont"},{"key":"88_CR5161","doi-asserted-by":"publisher","first-page":"284","DOI":"10.1016\/S0378-4371(99)00446-X","volume":"276","author":"D Challet","year":"2000","unstructured":"Challet D, Marsili M, Zhang Y-C (2000) Modeling market mechanism with minority game. Physica A 276:284\u2013315","journal-title":"Physica A"},{"key":"88_CR5162","doi-asserted-by":"publisher","first-page":"407","DOI":"10.1016\/S0378-4371(97)00419-6","volume":"246","author":"D Challet","year":"1997","unstructured":"Challet D, Zhang Y-C (1997) Emergence of cooperation and organization in an evolutionary game. Physica A 246:407","journal-title":"Physica A"},{"key":"88_CR5163","doi-asserted-by":"crossref","unstructured":"Chen S-H (ed) (2002a) Evolutionary computation in economics and finance. Volume 100 of studies in fuzziness and soft computing. Springer, New York\/Secaucus","DOI":"10.1007\/978-3-7908-1784-3_1"},{"key":"88_CR5164","volume-title":"Genetic algorithms and genetic programming in computational finance","year":"2002","unstructured":"Chen S-H (ed) (2002b) Genetic algorithms and genetic programming in computational finance. Kluwer Academic Publishers, Norwell"},{"key":"88_CR5165","first-page":"275","volume-title":"Proceeding of 1999 congress on evolutionary computation","author":"S-H Chen","year":"1999","unstructured":"Chen S-H, Lu C-F (1999) Would evolutionary computation help in designs of artificial neural nets in forecasting financial time series? In: Proceeding of 1999 congress on evolutionary computation, Washington, DC. IEEE Press, pp 275\u2013280"},{"key":"#cr-split#-88_CR5166.1","unstructured":"Chen S-H, Wang H-S, Zhang B-T (1999) Forecasting high-frequency financial time series with evolutionary neural trees: the case of hang-seng stock index. In: Arabnia HR"},{"key":"#cr-split#-88_CR5166.2","unstructured":"(ed) Proceedings of the international conference on artificial intelligence, IC-AI'99, Las Vegas, vol 2, 28 June-1 July 1999. CSREA Press, pp 437-443"},{"key":"88_CR5167","volume-title":"Computational intelligence in economics and finance","year":"2004","unstructured":"Chen S-H, Wang PP (eds) (2004) Computational intelligence in economics and finance. Advanced information processing. Springer, Berlin\/New York"},{"key":"88_CR5168","volume-title":"Computational intelligence in economics and finance, volume II","year":"2007","unstructured":"Chen S-H, Wang PP, Kuo T-W (eds) (2007) Computational intelligence in economics and finance, volume II. Advanced information processing. Springer, Berlin\/Heidelberg"},{"issue":"3\u20134","key":"88_CR5169","doi-asserted-by":"publisher","first-page":"363","DOI":"10.1016\/S0165-1889(00)00030-0","volume":"25","author":"S-H Chen","year":"2001","unstructured":"Chen S-H, Yeh C-H (2001) Evolving traders and the business school with genetic programming: a new architecture of the agent-based artificial stock market. J Econ Dyn Control 25(3\u20134):363\u2013393","journal-title":"J Econ Dyn Control"},{"key":"88_CR5170","unstructured":"Chen S-H, Yeh C-H, Lee W-C (1998) Option pricing with genetic programming. In: Koza JR, Banzhaf W, Chellapilla K, Deb K, Dorigo M, Fogel DB, Garzon MH, Goldberg DE, Iba H, Riolo R (eds) Genetic programming 1998: proceedings of the third annual conference, University of Wisconsin, Madison, 22\u201325 July 1998. Morgan Kaufmann, pp 32\u201337"},{"key":"88_CR5171","series-title":"Volume 100 of studies in fuzziness and soft computing, chapter","doi-asserted-by":"publisher","first-page":"383","DOI":"10.1007\/978-3-7908-1784-3_20","volume-title":"Evolutionary computation in economics and finance","author":"NK Chidambaran","year":"2002","unstructured":"Chidambaran NK, Triqueros J, Jevons Lee C-W (2002) Option pricing via genetic programming. In: Chen S-H (ed) Evolutionary computation in economics and finance. Volume 100 of studies in fuzziness and soft computing, chapter 20 Physica Verlag, New York, pp 383\u2013398"},{"key":"88_CR5172","unstructured":"Cincotti S, Ponta L, Raberto M (2005) A multi-assets artificial stock market with zero-intelligence traders. In: WEHIA 2005 (13\u201315 June 2005), Essex"},{"key":"88_CR5173","volume-title":"Evolutionary multi-objective optimization and its use in finance","author":"CA Coello","year":"2006","unstructured":"Coello CA (2006) Evolutionary multi-objective optimization and its use in finance. MIMEO, CINVESTAV-IPN, Mexico"},{"key":"88_CR5174","doi-asserted-by":"publisher","first-page":"744","DOI":"10.1109\/72.935088","volume":"12","author":"MAH Dempster","year":"2001","unstructured":"Dempster MAH, Payne TW, Romahi Y, Thompson GWP (2001) Computational learning techniques for intraday FX trading using popular technical indicators. IEEE Trans Neural Netw 12:744\u2013754","journal-title":"IEEE Trans Neural Netw"},{"key":"88_CR5175","first-page":"183","volume-title":"CIMCA\u201905: proceedings of the international conference on computational intelligence for modelling, control and automation and international conference on intelligent agents, web technologies and internet commerce vol-2 (CIMCA-IAWTIC\u201906)","author":"L Diosan","year":"2005","unstructured":"Diosan L (2005) A multi-objective evolutionary approach to the portfolio optimization problem. In: CIMCA\u201905: proceedings of the international conference on computational intelligence for modelling, control and automation and international conference on intelligent agents, web technologies and internet commerce vol-2 (CIMCA-IAWTIC\u201906), Washington, DC. IEEE Computer Society, pp 183\u2013187"},{"key":"88_CR5176","doi-asserted-by":"publisher","first-page":"79","DOI":"10.1023\/B:ANOR.0000039513.99038.c6","volume":"131","author":"K Doerner","year":"2004","unstructured":"Doerner K, Gutjahr WJ, Hart RF, Strauss C, Stummer C (2004) Pareto ant colony optimization: a metaheuristic approach to multiobjective portfolio selection. Ann Oper Res 131:79\u201399","journal-title":"Ann Oper Res"},{"key":"88_CR5177","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1007\/978-1-4757-3437-9","volume-title":"Sequential Monte Carlo methods in practice","author":"A Doucet","year":"2001","unstructured":"Doucet A, de Freitas N, Gordon NJ (2001) An introduction to sequential Monte Carlo methods. In: Doucet A, de Freitas N, Gordon NJ (eds) Sequential Monte Carlo methods in practice. Springer, New York, pp 1\u201313"},{"key":"88_CR5178","doi-asserted-by":"publisher","first-page":"443","DOI":"10.1109\/ICNN.1988.23958","volume":"2","author":"S Dutta","year":"1988","unstructured":"Dutta S, Shekhar S (1988) Bond rating: a nonconservative application of neural networks. IEEE Int Conf Neural Netw 2:443\u2013450","journal-title":"IEEE Int Conf Neural Netw"},{"key":"88_CR5179","doi-asserted-by":"publisher","first-page":"1983","DOI":"10.1145\/1276958.1277351","volume-title":"GECCO\u201907: proceedings of the 9th annual conference on genetic and evolutionary computation","author":"K Fan","year":"2007","unstructured":"Fan K, Brabazon A, O\u2019Sullivan C, O\u2019Neill M (2007) Option pricing model calibration using a real-valued quantum-inspired evolutionary algorithm. In: GECCO\u201907: proceedings of the 9th annual conference on genetic and evolutionary computation. ACM, New York, pp 1983\u20131990"},{"issue":"4","key":"88_CR5180","doi-asserted-by":"publisher","first-page":"431","DOI":"10.1023\/B:HEUR.0000034715.70386.5b","volume":"10","author":"F Fern\u00e1ndez","year":"2004","unstructured":"Fern\u00e1ndez F, Isasi P (2004) Evolutionary design of nearest prototype classifiers. J Heuristics 10(4): 431\u2013454","journal-title":"J Heuristics"},{"key":"88_CR5181","doi-asserted-by":"publisher","first-page":"179","DOI":"10.1111\/j.1469-1809.1936.tb02137.x","volume":"7","author":"RA Fisher","year":"1936","unstructured":"Fisher RA (1936) The use of multiple measurements in taxonomic problems. Ann Eugen 7:179","journal-title":"Ann Eugen"},{"issue":"2","key":"88_CR5182","doi-asserted-by":"publisher","first-page":"645","DOI":"10.1093\/qje\/qjs001","volume":"127","author":"X Gabaix","year":"2012","unstructured":"Gabaix X (2012) Variable rare disasters: an exactly solved framework for ten puzzles in macro-finance. Q J Econ 127(2):645\u2013700","journal-title":"Q J Econ"},{"issue":"1","key":"88_CR5183","doi-asserted-by":"publisher","first-page":"22","DOI":"10.1007\/s11633-008-0022-2","volume":"5","author":"AL Garcia-Almanza","year":"2008","unstructured":"Garcia-Almanza AL, Tsang EPK (2008) Evolving decision rules to predict investment opportunities. Int J Autom Comput 5(1):22\u201331","journal-title":"Int J Autom Comput"},{"issue":"1","key":"88_CR5184","doi-asserted-by":"publisher","first-page":"71","DOI":"10.1109\/TEVC.2008.915992","volume":"13","author":"A Ghandar","year":"2008","unstructured":"Ghandar A, Michalewicz Z, Schmidt M, To TD, Zurbrugg R (2008) Computational intelligence for evolving trading rules. IEEE Trans Evol Comput 13(1):71\u201386","journal-title":"IEEE Trans Evol Comput"},{"key":"88_CR5185","doi-asserted-by":"crossref","unstructured":"Gode DK, Sunder S (1992) Allocative efficiency of markets with zero intelligence (z1) traders: market as a partial substitute for individual rationality. GSIA working papers 1992-16, Tepper School of Business, Carnegie Mellon University","DOI":"10.1086\/261868"},{"key":"88_CR5186","doi-asserted-by":"crossref","unstructured":"Gordon NJ, Salmond DJ, Smith AFM (1993) Novel approach to nonlinear\/non-Gaussian Bayesian state estimation. In: IEE Proceedings F (Radar and Signal Processing), vol 140, IET, pp 107\u2013113","DOI":"10.1049\/ip-f-2.1993.0015"},{"key":"88_CR5187","doi-asserted-by":"publisher","first-page":"68","DOI":"10.1257\/aer.98.2.68","volume":"98","author":"F Gourio","year":"2008","unstructured":"Gourio F (2008) Disasters and recoveries. Am Econ Rev 98:68\u201373","journal-title":"Am Econ Rev"},{"key":"88_CR5188","unstructured":"Grothmann R (2002) Multi-agent market modeling based on neural networks. PhD thesis, Faculty of Economics, University of Bremen"},{"key":"88_CR5189","doi-asserted-by":"publisher","first-page":"1507","DOI":"10.1145\/1389095.1389387","volume-title":"GECCO\u201908: proceedings of the 10th annual conference on Genetic and evolutionary computation","author":"G Hassan","year":"2008","unstructured":"Hassan G, Clack CD (2008) Multiobjective robustness for portfolio optimization in volatile environments. In: GECCO\u201908: proceedings of the 10th annual conference on Genetic and evolutionary computation. ACM, New York, pp 1507\u20131514"},{"key":"88_CR5190","doi-asserted-by":"publisher","first-page":"1","DOI":"10.2307\/2953682","volume":"29","author":"RJ Hodrick","year":"1997","unstructured":"Hodrick RJ, Prescott EC (1997) Postwar us business cycles: an empirical investigation. J Money Credit Bank 29:1\u201316","journal-title":"J Money Credit Bank"},{"key":"88_CR5191","volume-title":"Adaptation in natural and artificial systems","author":"JH Holland","year":"1975","unstructured":"Holland JH (1975) Adaptation in natural and artificial systems. University of Michigan Press, Ann Arbor"},{"key":"88_CR5192","first-page":"365","volume":"81","author":"JH Holland","year":"1991","unstructured":"Holland JH, Miller JH (1991) Artificial adaptive agents in economic theory. Am Econ Rev 81:365\u2013370","journal-title":"Am Econ Rev"},{"issue":"4","key":"88_CR5193","doi-asserted-by":"publisher","first-page":"847","DOI":"10.1016\/j.eswa.2006.07.007","volume":"33","author":"C-L Huang","year":"2007","unstructured":"Huang C-L, Chen M-C, Wang C-J (2007) Credit scoring with a data mining approach based on support vector machines. Expert Syst Appl 33(4):847\u2013856","journal-title":"Expert Syst Appl"},{"issue":"4","key":"88_CR5194","doi-asserted-by":"publisher","first-page":"543","DOI":"10.1016\/S0167-9236(03)00086-1","volume":"37","author":"Z Huang","year":"2004","unstructured":"Huang Z, Chen H, Hsu C-J, Chen W-H, Wu S (2004) Credit rating analysis with support vector machines and neural networks: a market comparative study. Decis Support Syst 37(4):543\u2013558","journal-title":"Decis Support Syst"},{"key":"88_CR5195","volume-title":"Options, futures and other derivatives. Prentice Hall series in finance","author":"J Hull","year":"2008","unstructured":"Hull J (2008) Options, futures and other derivatives. Prentice Hall series in finance. Prentice Hall, Upper Saddle River"},{"key":"88_CR5196","doi-asserted-by":"crossref","unstructured":"Huo Y, Cai Z, Gong W, Liu Q (2014) A new adaptive Kalman filter by combining evolutionary algorithm and fuzzy inference system. In: 2014 IEEE congress on evolutionary computation (CEC), Beijing, pp 2893\u20132900","DOI":"10.1109\/CEC.2014.6900320"},{"key":"88_CR5197","volume-title":"Stochastic processes and filtering theory","author":"AH Jazwinski","year":"1970","unstructured":"Jazwinski AH (1970) Stochastic processes and filtering theory. Academic Press, New York"},{"key":"88_CR5198","unstructured":"Julier SJ, Uhlmann JK (1997) A new extension of the Kalman filter to nonlinear systems. In: International symposium on aerospace\/defense sensing, simulation and controls, Orlando, vol 3, pp 182\u2013193"},{"issue":"1","key":"88_CR5199","first-page":"35","volume":"82","author":"RE Kalman","year":"1960","unstructured":"Kalman RE (1960) A new approach to linear filtering and prediction problems. J Fluids Eng 82(1):35\u201345","journal-title":"J Fluids Eng"},{"key":"88_CR5200","doi-asserted-by":"publisher","first-page":"117","DOI":"10.1257\/jep.6.2.117","volume":"6","author":"AP Kirman","year":"1992","unstructured":"Kirman AP (1992) Whom or what does the representative individual represents? J Econ Perspect 6: 117\u2013136","journal-title":"J Econ Perspect"},{"key":"88_CR5201","doi-asserted-by":"crossref","unstructured":"Kumar KS, Dustakar NR, Jatoth RK (2010) Evolutionary computational tools aided extended Kalman filter for ballistic target tracking. In: 2010 3rd international conference on emerging trends in engineering and technology (ICETET), Goa, pp 588\u2013593","DOI":"10.1109\/ICETET.2010.125"},{"key":"88_CR5202","first-page":"11","volume-title":"C3S2E conference","author":"Kumar S, Thulasiram RK, Thulasiraman P (2008) A bioinspired algorithm to price options. In: C3S2E\u201908: proceedings of the","year":"2008","unstructured":"Kumar S, Thulasiram RK, Thulasiraman P (2008) A bioinspired algorithm to price options. In: C3S2E\u201908: proceedings of the 2008 C3S2E conference. ACM, New York, pp 11\u201322"},{"key":"88_CR5203","doi-asserted-by":"publisher","first-page":"254","DOI":"10.1088\/1469-7688\/1\/2\/307","volume":"1","author":"B LeBaron","year":"2001","unstructured":"LeBaron B (2001) A builder\u2019s guide to agent based financial markets. Quant Financ 1:254\u2013261","journal-title":"Quant Financ"},{"key":"88_CR5204","unstructured":"LeBaron B (2006) Agent-based computational finance. In: Judd KL, Tesfatsion L (eds) Handbook of computational economics, volume 2: agent-based computational economics. Handbooks in economics, chapter 24 North-Holland, pp 1187\u20131234"},{"key":"88_CR5205","doi-asserted-by":"publisher","first-page":"103","DOI":"10.1016\/0165-1765(94)90065-5","volume":"45","author":"M Levy","year":"1994","unstructured":"Levy M, Levy H, Solomon S (1994) A microscopic model of the stock market: cycles, booms and crashes. Econ Lett 45:103\u2013111","journal-title":"Econ Lett"},{"key":"88_CR5206","unstructured":"Lipinski P (2004) Evolutionary data-mining methods in discovering stock market expertise from financial time series. PhD thesis, University of Wroclaw, Wroclaw"},{"key":"88_CR5207","doi-asserted-by":"publisher","first-page":"143","DOI":"10.1016\/S0167-2681(97)00088-7","volume":"33","author":"T Lux","year":"1998","unstructured":"Lux T (1998) The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions. J Econ Behav Organ 33:143\u2013165","journal-title":"J Econ Behav Organ"},{"key":"88_CR5208","first-page":"373","volume-title":"Theories of disaster \u2013 scaling laws governing weather, body, and stock market dynamics","author":"T Lux","year":"2002","unstructured":"Lux T, Ausloos M (2002) Market fluctuations I: scaling, multiscaling and their possible origins. In: Bunde A, Kropp J, Schellnhuber HJ (eds) Theories of disaster \u2013 scaling laws governing weather, body, and stock market dynamics. Springer, Berlin Heidelberg pp 373\u2013409"},{"key":"88_CR5209","unstructured":"Maringer D (2005) Portfolio management with heuristic optimization. Volume 8 of advances in computational management science. Springer Dordrecht, The Netherlands"},{"key":"88_CR5210","unstructured":"Maringer D (2006) Small is beautiful: diversification with a limited number of assets. Working paper WP005-06, Centre for Computational Finance and Economic Agents, University of Essex"},{"issue":"3","key":"88_CR5211","doi-asserted-by":"publisher","first-page":"1466","DOI":"10.1016\/j.ejor.2006.04.051","volume":"183","author":"D Martens","year":"2007","unstructured":"Martens D, Baesens B, Gestel TV, Vanthienen J (2007) Comprehensible credit scoring models using rule extraction from support vector machines. Eur J Oper Res 183(3):1466\u20131476","journal-title":"Eur J Oper Res"},{"key":"88_CR5212","doi-asserted-by":"crossref","unstructured":"Martinez-Jaramillo S, Tsang EPK (2009a) Evolutionary computation and artificial financial markets. In: Natural computing in computational finance. Volume 185 of studies in computational intelligence. Springer, Berlin\/Heidelberg, pp 137\u2013179","DOI":"10.1007\/978-3-540-95974-8_8"},{"key":"88_CR5213","doi-asserted-by":"publisher","first-page":"33","DOI":"10.1109\/TEVC.2008.2011401","volume":"13","author":"S Martinez-Jaramillo","year":"2009","unstructured":"Martinez-Jaramillo S, Tsang EPK (2009b) An heterogeneous, endogenous and coevolutionary gp-based financial market. IEEE Trans Evol Comput 13:33\u201355","journal-title":"IEEE Trans Evol Comput"},{"issue":"1","key":"88_CR5214","doi-asserted-by":"publisher","first-page":"41","DOI":"10.1016\/j.eswa.2005.01.003","volume":"29","author":"C-S Ong","year":"2005","unstructured":"Ong C-S, Huang J-J, Tzeng G-H (2005) Building credit scoring models using genetic programming. Expert Syst Appl 29(1):41\u201347","journal-title":"Expert Syst Appl"},{"key":"88_CR5215","doi-asserted-by":"crossref","unstructured":"O\u2019Sullivan C (2007) Parameter uncertainty in Kalman filter estimation of the cir term structure model. Centre for Financial Markets working paper series WP-07-18, Centre for Financial Markets, School of Business, University College Dublin","DOI":"10.1201\/9781584889267.ch14"},{"issue":"2","key":"88_CR5216","doi-asserted-by":"publisher","first-page":"490","DOI":"10.1016\/j.ejor.2009.03.008","volume":"201","author":"G Paleologo","year":"2010","unstructured":"Paleologo G, Elisseeff A, Antonini G (2010) Subagging for credit scoring models. Eur J Oper Res. 201(2):490\u2013499","journal-title":"Eur J Oper Res."},{"issue":"7","key":"88_CR5217","doi-asserted-by":"publisher","first-page":"1033","DOI":"10.1016\/S0305-0548(03)00063-7","volume":"31","author":"J-Y Potvin","year":"2004","unstructured":"Potvin J-Y, Soriano P, Vall\u00e9e M (2004) Generating trading rules on the stock markets with genetic programming. Comput Oper Res 31(7):1033\u20131047","journal-title":"Comput Oper Res"},{"issue":"2","key":"88_CR5218","doi-asserted-by":"publisher","first-page":"157","DOI":"10.1007\/s10489-007-0049-z","volume":"29","author":"D Quintana","year":"2008","unstructured":"Quintana D, Saez Y, Mochon A, Isasi P (2008) Early bankruptcy prediction using enpc. Appl Intell 29(2):157\u2013161","journal-title":"Appl Intell"},{"issue":"5","key":"88_CR5219","doi-asserted-by":"publisher","first-page":"602","DOI":"10.1080\/00986440802483996","volume":"196","author":"N Rezaei","year":"2008","unstructured":"Rezaei N, Kordabadi H, Elkamel A, Jahanmiri A (2008) An optimal extended Kalman filter designed by genetic algorithms. Chem Eng Commun 196(5):602\u2013615","journal-title":"Chem Eng Commun"},{"issue":"3","key":"88_CR5220","doi-asserted-by":"publisher","first-page":"341","DOI":"10.1016\/0022-0531(76)90046-6","volume":"13","author":"SA Ross","year":"1976","unstructured":"Ross SA (1976) The arbitrage theory of capital asset pricing. J Econ Theory 13(3):341\u2013360","journal-title":"J Econ Theory"},{"key":"88_CR5221","first-page":"421","volume-title":"IAT\u201904: proceedings of the intelligent agent technology, IEEE\/WIC\/ACM international conference","author":"C Schoreels","year":"2004","unstructured":"Schoreels C, Logan B, Garibaldi JM (2004) Agent based genetic algorithm employing financial technical analysis for making trading decisions using historical equity market data. In: IAT\u201904: proceedings of the intelligent agent technology, IEEE\/WIC\/ACM international conference, Washington, DC. IEEE Computer Society, pp 421\u2013424"},{"key":"88_CR5222","doi-asserted-by":"crossref","unstructured":"Sharpe WF Capital asset prices: a theory of market equilibrium under conditions of risk*. J Financ 19(3):425\u2013442 (1964)","DOI":"10.1111\/j.1540-6261.1964.tb02865.x"},{"issue":"3","key":"88_CR5223","doi-asserted-by":"publisher","first-page":"321","DOI":"10.1016\/S0957-4174(02)00051-9","volume":"23","author":"K-S Shin","year":"2002","unstructured":"Shin K-S, Lee Y-J (2002) A genetic algorithm application in bankruptcy prediction modeling. Expert Syst Appl 23(3):321\u2013328","journal-title":"Expert Syst Appl"},{"key":"88_CR5224","volume-title":"Models of bounded rationality","author":"HA Simon","year":"1982","unstructured":"Simon HA (1982) Models of bounded rationality, vol 2. MIT Press, Cambridge, MA"},{"key":"88_CR5225","doi-asserted-by":"crossref","unstructured":"Streichert F, Ulmer H, Zell A (2004) Evaluating a hybrid encoding and three crossover operators on the constrained portfolio selection problem. In: Proceedings of the 2004 congress on evolutionary computation. IEEE Press, pp 932\u2013939","DOI":"10.1109\/CEC.2004.1330961"},{"issue":"1","key":"88_CR5226","doi-asserted-by":"publisher","first-page":"63","DOI":"10.1080\/07421222.1999.11518234","volume":"16","author":"TK Sung","year":"1999","unstructured":"Sung TK, Chang N, Lee G (1999) Dynamics of modeling in data mining: interpretive approach to bankruptcy prediction. J Manag Inf Syst 16(1): 63\u201385","journal-title":"J Manag Inf Syst"},{"key":"88_CR5227","doi-asserted-by":"publisher","first-page":"55","DOI":"10.1162\/106454602753694765","volume":"8","author":"L Tesfatsion","year":"2002","unstructured":"Tesfatsion L (2002) Agent-based computational economics: growing economies from the bottom up. Artif Life 8:55\u201382","journal-title":"Artif Life"},{"key":"88_CR5228","unstructured":"Tsang EPK, Martinez-Jaramillo S (2004) Computational finance. In: IEEE computational intelligence society newsletter. 3(8):8\u201313"},{"issue":"4","key":"88_CR5229","doi-asserted-by":"publisher","first-page":"559","DOI":"10.1016\/S0167-9236(03)00087-3","volume":"37","author":"EPK Tsang","year":"2004","unstructured":"Tsang EPK, Yung P, Li J (2004) Eddie-automation, a decision support tool for financial forecasting. J Decis Support Syst Spec Issue Data Min Financ Decis Mak 37(4):559\u2013565","journal-title":"J Decis Support Syst Spec Issue Data Min Financ Decis Mak"},{"key":"88_CR5230","unstructured":"Turku BB, Back B, Laitinen T, Sere K, Wezel MV (1996) Choosing bankruptcy predictors using discriminant analysis, logit analysis, and genetic algorithms. In: Proceedings of the first international meeting on artificial intelligence in accounting, finance and tax, p 337356"},{"issue":"11\u201312","key":"88_CR5231","doi-asserted-by":"publisher","first-page":"1131","DOI":"10.1016\/S0305-0548(99)00149-5","volume":"27","author":"D West","year":"2000","unstructured":"West D (2000) Neural network credit scoring models. Comput Oper Res 27(11\u201312):1131\u20131152","journal-title":"Comput Oper Res"},{"key":"88_CR5232","doi-asserted-by":"crossref","unstructured":"Yang J (2002) The efficiency of an artificial double auction stock market with neural learning agents. In Evol Comput Econ Financ 85\u2013106, Physica-Verlag Heidelbergh New York","DOI":"10.1007\/978-3-7908-1784-3_5"},{"key":"88_CR5233","first-page":"2588","volume-title":"GECCO conference companion on genetic and evolutionary computation","author":"Yin Z, Brabazon A, O\u2019Sullivan C (2007) Adaptive genetic programming for option pricing. In: GECCO\u201907: proceedings of the","year":"2007","unstructured":"Yin Z, Brabazon A, O\u2019Sullivan C (2007) Adaptive genetic programming for option pricing. In: GECCO\u201907: proceedings of the 2007 GECCO conference companion on genetic and evolutionary computation. ACM, New York, pp 2588\u20132594"},{"key":"88_CR5234","doi-asserted-by":"crossref","unstructured":"Zhou Q, Lin C, Yang W (2006) Multi-classifier combination for banks credit risk assessment. In: 1st IEEE conference on industrial electronics and applications, pp 1\u20134","DOI":"10.1109\/ICIEA.2006.257319"}],"container-title":["Encyclopedia of Machine Learning and Data Mining"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-1-4899-7687-1_88","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,9,14]],"date-time":"2022-09-14T02:27:30Z","timestamp":1663122450000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-1-4899-7687-1_88"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017]]},"ISBN":["9781489976857","9781489976871"],"references-count":92,"URL":"https:\/\/doi.org\/10.1007\/978-1-4899-7687-1_88","relation":{},"subject":[],"published":{"date-parts":[[2017]]},"assertion":[{"value":"14 April 2017","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}}]}}