{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,5]],"date-time":"2024-09-05T05:36:55Z","timestamp":1725514615481},"publisher-location":"Berlin, Heidelberg","reference-count":37,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"type":"print","value":"9783540774761"},{"type":"electronic","value":"9783540774778"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2008]]},"DOI":"10.1007\/978-3-540-77477-8_8","type":"book-chapter","created":{"date-parts":[[2008,6,4]],"date-time":"2008-06-04T11:33:25Z","timestamp":1212579205000},"page":"131-159","source":"Crossref","is-referenced-by-count":6,"title":["Fuzzy-Evolutionary Modeling for Single-Position Day Trading"],"prefix":"10.1007","author":[{"given":"C\u00e9lia","family":"da Costa Pereira","sequence":"first","affiliation":[]},{"given":"Andrea G. B.","family":"Tettamanzi","sequence":"additional","affiliation":[]}],"member":"297","reference":[{"key":"8_CR1_8","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. Journal of Financial Economics 51:245-271","journal-title":"Journal of Financial Economics"},{"key":"8_CR2_8","unstructured":"Various Authors (2006) Special issue on integrating multiple learned models. Machine Learning 36(1-2)"},{"key":"8_CR3_8","unstructured":"Bacardit J, Krasnogor N (2006) Empirical evaluation of ensemble techniques for a pittsburgh learning classifier system. In Proceedings of the Ninth International Workshop on Learning Classifier Systems. Seattle, WA, USA, July 8-9 2006. ACM Press, New York"},{"key":"8_CR4_8","doi-asserted-by":"crossref","DOI":"10.1093\/oso\/9780195099713.001.0001","volume-title":"Evolutionary algorithms in theory and practice","author":"T B\u00e4ck","year":"1996","unstructured":"B\u00e4ck T (1996) Evolutionary algorithms in theory and practice. Oxford University Press, Oxford"},{"key":"8_CR5_8","doi-asserted-by":"crossref","DOI":"10.1887\/0750306645","volume-title":"Evolutionary Computation","author":"T B\u00e4ck","year":"2000","unstructured":"B\u00e4ck T, Fogel D, Michalewicz Z (2000) Evolutionary Computation. IoP Publishing, Bristol"},{"key":"8_CR6_8","first-page":"1","volume-title":"Soft Computing Applications","author":"M Beretta","year":"2003","unstructured":"Beretta M, Tettamanzi A (2003) Learning fuzzy classifiers with evolutionary algorithms. In Pasi G, Bonarini A, Masulli F, (ed) Soft Computing Applications. pp 1-10, Physica Verlag, Heidelberg"},{"key":"8_CR7_8","volume-title":"Investments","author":"Z Bodie","year":"2006","unstructured":"Bodie Z, Kane A, Marcus A (2006) Investments (7th edn). McGraw-Hill, New York","edition":"7"},{"key":"8_CR8_8","volume-title":"Biologically Inspired Algorithms for Financial Modelling","author":"A Brabazon","year":"2006","unstructured":"Brabazon A, O'Neill M (2006) Biologically Inspired Algorithms for Financial Modelling. Springer, Berlin"},{"issue":"2","key":"8_CR9_8","first-page":"123","volume":"24","author":"L Breiman","year":"1996","unstructured":"Breiman L (1996) Bagging predictors. Machine Learning 24(2):123-140","journal-title":"Machine Learning"},{"key":"8_CR10_8","unstructured":"Cant\u00fa -Paz E (1997) A survey of parallel genetic algorithms. Technical Report IlliGAL 97003, University of Illinois at Urbana-Champaign"},{"key":"8_CR11_8","volume-title":"Evolutionary Computation: A unified approach","author":"K DeJong","year":"2002","unstructured":"DeJong K (2002) Evolutionary Computation: A unified approach. MIT Press, Cambridge, MA"},{"key":"8_CR12_8","doi-asserted-by":"publisher","first-page":"397","DOI":"10.1088\/1469-7688\/1\/4\/301","volume":"1","author":"M Dempster","year":"2001","unstructured":"Dempster M, Jones C (2001) A real-time adaptive trading system using genetic programming. Quantitative Finance 1:397-413","journal-title":"Quantitative Finance"},{"issue":"4","key":"8_CR13_8","doi-asserted-by":"publisher","first-page":"744","DOI":"10.1109\/72.935088","volume":"12","author":"M Dempster","year":"2001","unstructured":"Dempster M, Jones C Romahi Y, Thompson G (2001) Computational learning techniques for intraday fx trading using popular technical indicators. IEEE Transactions on Neural Networks 12(4):744-754","journal-title":"IEEE Transactions on Neural Networks"},{"key":"8_CR14_8","doi-asserted-by":"crossref","unstructured":"Harlow H (1991) Asset allocation in a downside-risk framework. Financial Analysts Journal pp. 30-40, September\/October","DOI":"10.2469\/faj.v47.n5.28"},{"key":"8_CR15_8","doi-asserted-by":"crossref","first-page":"109","DOI":"10.3233\/IFS-1993-1202","volume":"1","author":"H Hellendoorn","year":"1993","unstructured":"Hellendoorn H, Thomas C (1993) Defuzzification in fuzzy controllers. Intelligent and Fuzzy Systems 1:109-123","journal-title":"Intelligent and Fuzzy Systems"},{"key":"8_CR16_8","first-page":"343","volume":"1","author":"T Hellstrom","year":"1999","unstructured":"Hellstrom T, Holmstrom K (1999) Parameter tuning in trading algorithms using asta. Computational Finance 1:343-357","journal-title":"Computational Finance"},{"key":"8_CR17_8","doi-asserted-by":"publisher","first-page":"669","DOI":"10.1016\/S0020-7373(76)80028-4","volume":"8","author":"E Mamdani","year":"1976","unstructured":"Mamdani E (1976) Advances in linguistic synthesis of fuzzy controllers. International Journal of Man Machine Studies 8:669-678","journal-title":"International Journal of Man Machine Studies"},{"key":"8_CR18_8","volume-title":"Proceedings of the Third International Conference on Genetic Algorithms","author":"B Manderick","year":"1989","unstructured":"Manderick B, Spiessens P (1989) Fine-grained parallel genetic algorithms. In Schaffer J (ed) Proceedings of the Third International Conference on Genetic Algorithms, San Mateo, CA, Morgan Kaufmann"},{"key":"8_CR19_8","unstructured":"Marney J, Fyfe C, Tarbert H, Miller D (2001) Risk-adjusted returns to technical trading rules: A genetic programming approach. Computing in Economics and Finance 147, Society for Computational Economics, Yale University, USA, June 2001"},{"key":"8_CR20_8","first-page":"416","volume-title":"Proceedings of the Third International Conference on Genetic Algorithms","author":"H M\u00fchlenbein","year":"1989","unstructured":"M\u00fchlenbein H (1989) Parallel genetic algorithms, population genetics and combinatorial optimization. In Schaffer J (ed) Proceedings of the Third International Conference on Genetic Algorithms, pages 416-421, San Mateo, CA, Morgan Kaufmann"},{"key":"8_CR21_8","volume-title":"Technical Analysis of the Financial Markets","author":"J Murphy","year":"1999","unstructured":"Murphy J (1999) Technical Analysis of the Financial Markets. New York Institute of Finance, New York"},{"key":"8_CR22_8","doi-asserted-by":"publisher","first-page":"405","DOI":"10.2307\/2331231","volume":"32","author":"C Neely","year":"1997","unstructured":"Neely C, Weller P, Dittmar R (1997) Is technical analysis in the foreign exchange market profitable? a genetic programming approach. Journal of Financial and Quantitative Analysis 32:405-26","journal-title":"Journal of Financial and Quantitative Analysis"},{"issue":"7","key":"8_CR23_8","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. Computers and Operations Research 31(7):1033-1047","journal-title":"Computers and Operations Research"},{"key":"8_CR24_8","volume-title":"Genetic algorithms and fuzzy logic systems: Soft computing perspectives","author":"A Tettamanzi","year":"1996","unstructured":"Tettamanzi A, Poluzzi R, Rizzotto G (1996) An evolutionary algorithm for fuzzy controller synthesis and optimization based on SGS-Thomson's W.A.R.P. fuzzy processor. In ZadehL, Sanchez E, Shibata T (ed) Genetic algorithms and fuzzy logic systems: Soft computing perspectives. World Scientific, Singapore"},{"key":"8_CR25_8","volume-title":"Fuzzy Logic with Engineering Applications","author":"T Ross","year":"1995","unstructured":"Ross T (1995) Fuzzy Logic with Engineering Applications. McGraw-Hill, New York"},{"issue":"1","key":"8_CR26_8","doi-asserted-by":"publisher","first-page":"49","DOI":"10.3905\/jpm.1994.409501","volume":"21","author":"W Sharpe","year":"1994","unstructured":"Sharpe W (1994) The Sharpe ratio. Journal of Portfolio Management 21(1):49-58","journal-title":"Journal of Portfolio Management"},{"key":"8_CR27_8","doi-asserted-by":"publisher","first-page":"27","DOI":"10.3905\/jpm.1991.409343","volume":"17","author":"F Sortino","year":"1991","unstructured":"Sortino F, van der Meer R (1991) Downside risk \u2014 capturing what's at stake in investment situations. Journal of Portfolio Management 17:27-31","journal-title":"Journal of Portfolio Management"},{"key":"8_CR28_8","doi-asserted-by":"publisher","first-page":"1777","DOI":"10.1145\/1143997.1144285","volume-title":"Proceedings of Genetic and Evolutionary Computation Conference, GECCO","author":"H Subramanian","year":"2006","unstructured":"Subramanian H, Ramamoorthy S, Stone P, Kuipers B (2006) Designing safe, profitable automated stock trading agents using evolutionary algorithms. In CattolicoM (ed) Proceedings of Genetic and Evolutionary Computation Conference, GECCO 2006, Seattle, Washington, USA, July 8-12, 2006, pp. 1777-1784, ACM"},{"key":"8_CR29_8","doi-asserted-by":"crossref","unstructured":"Tettamanzi A (1995) An evolutionary algorithm for fuzzy controller synthesis and optimization. IEEE International Conference on Systems, Man and Cybernetics, volume 5\/5 pp. 4021-4026, IEEE Press","DOI":"10.1109\/ICSMC.1995.538419"},{"key":"8_CR30_8","first-page":"233","volume-title":"Applications of evolutionary computing: Evoworkshops","author":"A Tettamanzi","year":"2007","unstructured":"Tettamanzi A, Carlesi M, Pannese L, Santalmasi M (2007) Business intelligence for strategic marketing: Predictive modelling of customer behaviour using fuzzy logic and evolutionary algorithms. In Giacobini M et al. (ed) Applications of evolutionary computing: Evoworkshops2007, volume4448 of Lecture Notes in Computer Science, pp. 233-240, Valencia, Spain, April 11-13 2007, Springer"},{"issue":"1","key":"8_CR31_8","first-page":"33","volume":"7","author":"D Whitley","year":"1999","unstructured":"Whitley D, Rana S, Heckendorn R (1999) The island model genetic algorithm: On separability, population size and convergence. Journal of Computing and Information Technology 7(1):33-47","journal-title":"Journal of Computing and Information Technology"},{"key":"8_CR32_8","unstructured":"Wikipedia (2007) Technical analysis \u2014 wikipedia, the free encyclopedia. Online; accessed 5 June 2007"},{"issue":"1","key":"8_CR33_8","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1007\/s11390-006-0001-4","volume":"21","author":"X Yao","year":"2006","unstructured":"Yao X, Xu Y (2006) Recent advances in evolutionary computation. Computer Science and Technology 21(1):1-18","journal-title":"Computer Science and Technology"},{"key":"8_CR34_8","doi-asserted-by":"publisher","first-page":"11","DOI":"10.1007\/0-387-28111-8","volume-title":"Genetic Programming Theory and Practice II","author":"T Yu","year":"2006","unstructured":"Yu T, Chen S-H, Kuo T-W (2006) Discovering financial technical trading rules using genetic programming with lambda abstraction. In: O'ReillyU-M, Yu T, RioloR, Worzel B, (ed) Genetic Programming Theory and Practice II. pp 11-30, Springer, Berlin"},{"key":"8_CR35_8","doi-asserted-by":"publisher","first-page":"338","DOI":"10.1016\/S0019-9958(65)90241-X","volume":"8","author":"L Zadeh","year":"1965","unstructured":"Zadeh L (1965) Fuzzy sets. Information and Control 8:338-353","journal-title":"Information and Control"},{"key":"8_CR36_8","doi-asserted-by":"publisher","first-page":"301","DOI":"10.1016\/0020-0255(75)90046-8","volume":"8","author":"L Zadeh","year":"1975","unstructured":"Zadeh L (1975) The concept of a linguistic variable and its application to approximate reasoning, i-ii. Information Science 8:199-249 & 301-357","journal-title":"Information Science"},{"issue":"3","key":"8_CR37_8","first-page":"22","volume":"7","author":"L Zadeh","year":"1992","unstructured":"Zadeh L (1992) The calculus of fuzzy if-then rules. AI Expert 7(3):22-27","journal-title":"AI Expert"}],"container-title":["Studies in Computational Intelligence","Natural Computing in Computational Finance"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-540-77477-8_8","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,9,11]],"date-time":"2021-09-11T12:07:55Z","timestamp":1631362075000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-540-77477-8_8"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2008]]},"ISBN":["9783540774761","9783540774778"],"references-count":37,"URL":"https:\/\/doi.org\/10.1007\/978-3-540-77477-8_8","relation":{},"ISSN":["1860-949X"],"issn-type":[{"type":"print","value":"1860-949X"}],"subject":[],"published":{"date-parts":[[2008]]}}}