{"id":"https://openalex.org/W2096485597","doi":"https://doi.org/10.1007/s10287-004-0018-5","title":"Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution","display_name":"Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution","publication_year":2004,"publication_date":"2004-10-01","ids":{"openalex":"https://openalex.org/W2096485597","doi":"https://doi.org/10.1007/s10287-004-0018-5","mag":"2096485597"},"language":"en","primary_location":{"id":"doi:10.1007/s10287-004-0018-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-004-0018-5","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Management Science","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5045190581","display_name":"Anthony Brabazon","orcid":"https://orcid.org/0000-0001-8070-294X"},"institutions":[{"id":"https://openalex.org/I100930933","display_name":"University College Dublin","ror":"https://ror.org/05m7pjf47","country_code":"IE","type":"education","lineage":["https://openalex.org/I100930933"]}],"countries":["IE"],"is_corresponding":true,"raw_author_name":"Anthony Brabazon","raw_affiliation_strings":["University College, Dublin, Ireland","University College Dublin, Ireland"],"affiliations":[{"raw_affiliation_string":"University College, Dublin, Ireland","institution_ids":["https://openalex.org/I100930933"]},{"raw_affiliation_string":"University College Dublin, Ireland","institution_ids":["https://openalex.org/I100930933"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5001619292","display_name":"Michael O\u2019Neill","orcid":"https://orcid.org/0000-0001-8734-417X"},"institutions":[{"id":"https://openalex.org/I230495080","display_name":"University of Limerick","ror":"https://ror.org/00a0n9e72","country_code":"IE","type":"education","lineage":["https://openalex.org/I230495080"]}],"countries":["IE"],"is_corresponding":false,"raw_author_name":"Michael O\u2019Neill","raw_affiliation_strings":["University of Limerick, Ireland","Univ. of Limerick (Ireland)"],"affiliations":[{"raw_affiliation_string":"University of Limerick, Ireland","institution_ids":["https://openalex.org/I230495080"]},{"raw_affiliation_string":"Univ. of Limerick (Ireland)","institution_ids":["https://openalex.org/I230495080"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5045190581"],"corresponding_institution_ids":["https://openalex.org/I100930933"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":1.8139,"has_fulltext":false,"cited_by_count":46,"citation_normalized_percentile":{"value":0.85922299,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"1","issue":"3-4","first_page":"311","last_page":"327"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9919000267982483,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9919000267982483,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11975","display_name":"Evolutionary Algorithms and Applications","score":0.9851999878883362,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.9803000092506409,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.6603139638900757},{"id":"https://openalex.org/keywords/grammatical-evolution","display_name":"Grammatical evolution","score":0.6522018313407898},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.6493768692016602},{"id":"https://openalex.org/keywords/technical-analysis","display_name":"Technical analysis","score":0.6297659277915955},{"id":"https://openalex.org/keywords/ex-ante","display_name":"Ex-ante","score":0.6070948243141174},{"id":"https://openalex.org/keywords/foreign-exchange-market","display_name":"Foreign exchange market","score":0.5790627002716064},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5696156024932861},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.531566321849823},{"id":"https://openalex.org/keywords/foreign-exchange","display_name":"Foreign exchange","score":0.5116434693336487},{"id":"https://openalex.org/keywords/high-frequency-trading","display_name":"High-frequency trading","score":0.46990057826042175},{"id":"https://openalex.org/keywords/alternative-trading-system","display_name":"Alternative trading system","score":0.4582996964454651},{"id":"https://openalex.org/keywords/electronic-trading","display_name":"Electronic trading","score":0.4501889646053314},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.42865633964538574},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3375685214996338},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.26504069566726685},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.26159244775772095},{"id":"https://openalex.org/keywords/genetic-programming","display_name":"Genetic programming","score":0.2125568687915802},{"id":"https://openalex.org/keywords/macroeconomics","display_name":"Macroeconomics","score":0.07681521773338318}],"concepts":[{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.6603139638900757},{"id":"https://openalex.org/C10906938","wikidata":"https://www.wikidata.org/wiki/Q5593687","display_name":"Grammatical evolution","level":3,"score":0.6522018313407898},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.6493768692016602},{"id":"https://openalex.org/C117245426","wikidata":"https://www.wikidata.org/wiki/Q235038","display_name":"Technical analysis","level":2,"score":0.6297659277915955},{"id":"https://openalex.org/C122251271","wikidata":"https://www.wikidata.org/wiki/Q940039","display_name":"Ex-ante","level":2,"score":0.6070948243141174},{"id":"https://openalex.org/C536366893","wikidata":"https://www.wikidata.org/wiki/Q66076","display_name":"Foreign exchange market","level":3,"score":0.5790627002716064},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5696156024932861},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.531566321849823},{"id":"https://openalex.org/C2983132609","wikidata":"https://www.wikidata.org/wiki/Q66076","display_name":"Foreign exchange","level":2,"score":0.5116434693336487},{"id":"https://openalex.org/C24683644","wikidata":"https://www.wikidata.org/wiki/Q138372","display_name":"High-frequency trading","level":3,"score":0.46990057826042175},{"id":"https://openalex.org/C172428447","wikidata":"https://www.wikidata.org/wiki/Q438711","display_name":"Alternative trading system","level":3,"score":0.4582996964454651},{"id":"https://openalex.org/C179262372","wikidata":"https://www.wikidata.org/wiki/Q778043","display_name":"Electronic trading","level":2,"score":0.4501889646053314},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.42865633964538574},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3375685214996338},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.26504069566726685},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.26159244775772095},{"id":"https://openalex.org/C110332635","wikidata":"https://www.wikidata.org/wiki/Q629498","display_name":"Genetic programming","level":2,"score":0.2125568687915802},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.07681521773338318},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.0},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10287-004-0018-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-004-0018-5","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Management Science","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:comgts:v:1:y:2004:i:3:p:311-327","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10287-004-0018-5","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5699999928474426,"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":33,"referenced_works":["https://openalex.org/W160122124","https://openalex.org/W1497256448","https://openalex.org/W1503370304","https://openalex.org/W1512558465","https://openalex.org/W1515727070","https://openalex.org/W1517016597","https://openalex.org/W1549946929","https://openalex.org/W1551103807","https://openalex.org/W1568906816","https://openalex.org/W1576818901","https://openalex.org/W1593481303","https://openalex.org/W1639032689","https://openalex.org/W1897224751","https://openalex.org/W1995150978","https://openalex.org/W2026051069","https://openalex.org/W2041462006","https://openalex.org/W2051290946","https://openalex.org/W2055289715","https://openalex.org/W2067790650","https://openalex.org/W2070891096","https://openalex.org/W2080887613","https://openalex.org/W2100364968","https://openalex.org/W2100604298","https://openalex.org/W2104955455","https://openalex.org/W2134918899","https://openalex.org/W2138151720","https://openalex.org/W2143152597","https://openalex.org/W2149214223","https://openalex.org/W2157629125","https://openalex.org/W2296218809","https://openalex.org/W3121573664","https://openalex.org/W3124458746","https://openalex.org/W3124979809"],"related_works":["https://openalex.org/W2486406330","https://openalex.org/W2480261161","https://openalex.org/W2461261851","https://openalex.org/W4226227859","https://openalex.org/W2800914344","https://openalex.org/W2913145731","https://openalex.org/W1990255601","https://openalex.org/W4224329202","https://openalex.org/W2747966161","https://openalex.org/W3124830139"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":3},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":5},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}