Variable-Size Genetic Network Programming for Portfolio Optimization with Trading Rules


Fabian Köhnke and Christian Borgelt

Outline

  1. Genetic Network Programming
  2. Variable-Size GNP
  3. 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

Main Approach

Network Deep Dive

Hope to see you at my poster!

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