EvoFIN 2009 Accepted Papers



Evolutionary Money Management
Philip Saks, Dietmar Maringer

Prediction of Interday Stock Prices using Developmental and Linear Genetic Programming
Garnett Wilson, Wolfgang Banzhaf

Natural Computing in Finance: A Review
Jing Dang, Anthony Brabazon, Michael O'Neil

Evolutionary approaches for estimating a Coupled Markov Chain model for Credit Portfolio Risk Management
Ronald Hochreiter, David Wozabal

Knowledge Patterns in Evolutionary Decision Support Systems for Financial Time Series Analysis, Piotr Lipinski Predicting Turning Points in Financial Markets with Fuzzy-Evolutionary and Neuro-Evolutionary Modeling
Antonia Azzini, Andrea G.B. Tettamanzi, CŽlia Da Costa Pereira

Comparison of Multi-Agent Co-Operative Co-Evolutionary and Evolutionary Algorithms for Multi-Objective Portfolio Optimization
Rafal Drezewski, Krystian Obrocki, Leszek Siwik

Dynamic High Frequency Trading: A Neuro-Evolutionary Approach
Robert Bradley, Tony Brabazon, Michael O' Neill


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Submission Details

  • Please use LNCS format    

  • Submissions should be no more than 10 pages in english

  • As we are adopting a double-blind peer review process, please ensure to anonymise your submission by removing all references to the authors.


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Chairs

Program Chairs
Anthony Brabazon - anthony.brabazon AT ucd.ie
Michael O’Neill - m.oneill AT ucd.ie

EvoFIN Programme Committee
Eva Alfaro-Cid, Instituto Tecnológico de Informática Valencia, Spain
Anthony Brabazon, University College Dublin, Ireland
Ian Dempsey, Pipeline Trading, USA
Rafal Drezewski, AGH University of Science and Technology, Poland
Kai Fan, University College Dublin, Ireland
Philip Hamill, University of Ulster, Ireland
Ronald Hochreiter, University of Vienna, Austria
Youwei Li, Queen's University Belfast, Ireland
Dietmar Maringer, University of Basel, Switzerland
Michael O'Neill, University College Dublin, Ireland
Conal O'Sullivan, University College Dublin, Ireland
Robert Schafer, AGH University of Science and Technology, Poland
Chris Stephens, Universidad Nacional Autonoma de Mexico, Mexico
Andrea Tettamanzi, Universita Degli Studi di Milano, Italy


Publicity Chair

Ivanoe De Falco, ICAR, National Research Council of Italy, Italy - ivanoe.defalco(at)na.icar.cnr.it

Evo* Local Chair
Marc Ebner, Universität Tübingen,Germany - marc.ebner(at)wsii.uni-tuebingen.de

Evo* Coordinator and Administrative Contact
Jennifer Willies, The Centre for Informatics Research, Napier University, Scotland, UK. - j.willies(at)napier.ac.uk