{"id":"https://openalex.org/W4406264486","doi":"https://doi.org/10.1109/cifer62890.2024.10772764","title":"$\\alpha$-dominance two-objective Optimization Genetic Programming for Algorithmic Trading under a Directional Changes Environment","display_name":"$\\alpha$-dominance two-objective Optimization Genetic Programming for Algorithmic Trading under a Directional Changes Environment","publication_year":2024,"publication_date":"2024-10-22","ids":{"openalex":"https://openalex.org/W4406264486","doi":"https://doi.org/10.1109/cifer62890.2024.10772764"},"language":"en","primary_location":{"id":"doi:10.1109/cifer62890.2024.10772764","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cifer62890.2024.10772764","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr)","raw_type":"proceedings-article"},"type":"conference-paper","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/A5066015286","display_name":"Xinpeng Long","orcid":"https://orcid.org/0000-0002-7506-8371"},"institutions":[{"id":"https://openalex.org/I110002522","display_name":"University of Essex","ror":"https://ror.org/02nkf1q06","country_code":"GB","type":"education","lineage":["https://openalex.org/I110002522"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Xinpeng Long","raw_affiliation_strings":["School of Computer Science and Electronic Engineering, University of Essex,Wivenhoe Park,United Kingdom"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computer Science and Electronic Engineering, University of Essex,Wivenhoe Park,United Kingdom","institution_ids":["https://openalex.org/I110002522"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5087235995","display_name":"Michael Kampouridis","orcid":"https://orcid.org/0000-0003-0047-7565"},"institutions":[{"id":"https://openalex.org/I110002522","display_name":"University of Essex","ror":"https://ror.org/02nkf1q06","country_code":"GB","type":"education","lineage":["https://openalex.org/I110002522"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Michael Kampouridis","raw_affiliation_strings":["School of Computer Science and Electronic Engineering, University of Essex,Wivenhoe Park,United Kingdom"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computer Science and Electronic Engineering, University of Essex,Wivenhoe Park,United Kingdom","institution_ids":["https://openalex.org/I110002522"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I110002522"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"8"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.9919000267982483,"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"}},"topics":[{"id":"https://openalex.org/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.9919000267982483,"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/T11975","display_name":"Evolutionary Algorithms and Applications","score":0.986299991607666,"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/T10551","display_name":"Scheduling and Optimization Algorithms","score":0.9706000089645386,"subfield":{"id":"https://openalex.org/subfields/2209","display_name":"Industrial and Manufacturing Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/dominance","display_name":"Dominance (genetics)","score":0.5953512787818909},{"id":"https://openalex.org/keywords/genetic-programming","display_name":"Genetic programming","score":0.5639615058898926},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5628045201301575},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3959342837333679},{"id":"https://openalex.org/keywords/biology","display_name":"Biology","score":0.21517950296401978},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2065671682357788},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2014845311641693},{"id":"https://openalex.org/keywords/genetics","display_name":"Genetics","score":0.11856019496917725}],"concepts":[{"id":"https://openalex.org/C151913843","wikidata":"https://www.wikidata.org/wiki/Q3454555","display_name":"Dominance (genetics)","level":3,"score":0.5953512787818909},{"id":"https://openalex.org/C110332635","wikidata":"https://www.wikidata.org/wiki/Q629498","display_name":"Genetic programming","level":2,"score":0.5639615058898926},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5628045201301575},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3959342837333679},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.21517950296401978},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2065671682357788},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2014845311641693},{"id":"https://openalex.org/C54355233","wikidata":"https://www.wikidata.org/wiki/Q7162","display_name":"Genetics","level":1,"score":0.11856019496917725},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cifer62890.2024.10772764","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cifer62890.2024.10772764","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2899084033","https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W4391913857","https://openalex.org/W2358668433","https://openalex.org/W4396701345","https://openalex.org/W2376932109","https://openalex.org/W2001405890","https://openalex.org/W4396696052"],"abstract_inverted_index":{"We":[0,60,98],"present":[1],"a":[2,62,112],"novel":[3],"genetic":[4],"programming":[5],"(GP)":[6],"algorithm":[7,132],"that":[8,128],"combines":[9],"physical":[10,40],"time":[11,14,41],"and":[12,44,70,108,124],"event-based":[13],"indicators":[15,123],"to":[16,38,48,91,139],"trade":[17],"on":[18,53,101,120],"the":[19,46,76,80,93,129,140],"stock":[20],"market.":[21],"Rather":[22],"than":[23],"only":[24],"using":[25],"data":[26],"in":[27],"fixed":[28],"intervals":[29],"(e.g.":[30],"daily":[31],"closing":[32],"prices),":[33],"we":[34,83],"use":[35,61],"directional":[36],"changes":[37],"transform":[39],"into":[42],"events":[43],"allow":[45],"GP":[47,131],"make":[49],"trading":[50],"decisions":[51],"based":[52,119],"when":[54,137],"significant":[55,135],"price":[56],"movements":[57],"have":[58],"occurred.":[59],"two-objective":[63],"fitness":[64],"function,":[65],"which":[66,88],"simultaneously":[67],"optimizes":[68],"return":[69],"risk.":[71],"To":[72],"overcome":[73],"challenges":[74],"with":[75],"convergence":[77],"ability":[78],"of":[79],"multi-objective":[81],"GP,":[82,114],"apply":[84],"an":[85],"a-dominance":[86],"strategy,":[87],"is":[89],"able":[90],"relax":[92],"strict":[94],"Pareto":[95],"dominance":[96],"criteria.":[97],"run":[99],"experiments":[100],"110":[102],"stocks":[103],"from":[104],"10":[105],"international":[106],"markets":[107],"compare":[109],"results":[110],"against":[111],"single-objective":[113],"as":[115,117],"well":[116],"strategies":[118],"technical":[121],"analysis":[122],"buy-and-hold.":[125],"Results":[126],"show":[127],"proposed":[130],"offers":[133],"statistically":[134],"improvements":[136],"compared":[138],"above":[141],"benchmarks.":[142]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
