Variable-Size Genetic Network Programming for Portfolio Optimization with Trading Rules
Fabian Köhnke
and
Christian Borgelt
Outline
Genetic Network Programming
Variable-Size GNP
Example Simulation
Genetic Network Programming
Too Few Initial Nodes
Too Many Initial Nodes
Accuracy of 0.52 after 200 Generations
Variable-Size Genetic Network Programming
Main Challenges
Deleting to many nodes 🚨.
Deleting "important" nodes 🚨.
Adding to many nodes 🚨.
Main Approach
Only delete unused nodes 🔧.
Only add nodes if all existing nodes are used 🔧.
Novel operator is fitness neutral ✅.
No hyperparameter needed ✅.
Network Deep Dive
Hope to see you at my poster!
Project Homepage: