{"id":"https://openalex.org/W2113246549","doi":"https://doi.org/10.1145/1143997.1144285","title":"Designing safe, profitable automated stock trading agents using evolutionary algorithms","display_name":"Designing safe, profitable automated stock trading agents using evolutionary algorithms","publication_year":2006,"publication_date":"2006-07-08","ids":{"openalex":"https://openalex.org/W2113246549","doi":"https://doi.org/10.1145/1143997.1144285","mag":"2113246549"},"language":"en","primary_location":{"id":"doi:10.1145/1143997.1144285","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1143997.1144285","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 8th annual conference on Genetic and evolutionary computation","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/A5002127859","display_name":"Harish Subramanian","orcid":null},"institutions":[{"id":"https://openalex.org/I86519309","display_name":"The University of Texas at Austin","ror":"https://ror.org/00hj54h04","country_code":"US","type":"education","lineage":["https://openalex.org/I86519309"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Harish Subramanian","raw_affiliation_strings":["The University of Texas at Austin, Austin, TX","The University of Texas at Austin, Austin, TX;"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The University of Texas at Austin, Austin, TX","institution_ids":["https://openalex.org/I86519309"]},{"raw_affiliation_string":"The University of Texas at Austin, Austin, TX;","institution_ids":["https://openalex.org/I86519309"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5071122608","display_name":"Subramanian Ramamoorthy","orcid":"https://orcid.org/0000-0002-6300-5103"},"institutions":[{"id":"https://openalex.org/I86519309","display_name":"The University of Texas at Austin","ror":"https://ror.org/00hj54h04","country_code":"US","type":"education","lineage":["https://openalex.org/I86519309"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Subramanian Ramamoorthy","raw_affiliation_strings":["The University of Texas at Austin, Austin, TX","The University of Texas at Austin, Austin, TX;"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The University of Texas at Austin, Austin, TX","institution_ids":["https://openalex.org/I86519309"]},{"raw_affiliation_string":"The University of Texas at Austin, Austin, TX;","institution_ids":["https://openalex.org/I86519309"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5001594330","display_name":"Peter Stone","orcid":"https://orcid.org/0000-0002-6795-420X"},"institutions":[{"id":"https://openalex.org/I86519309","display_name":"The University of Texas at Austin","ror":"https://ror.org/00hj54h04","country_code":"US","type":"education","lineage":["https://openalex.org/I86519309"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Peter Stone","raw_affiliation_strings":["The University of Texas at Austin, Austin, TX","The University of Texas at Austin, Austin, TX;"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The University of Texas at Austin, Austin, TX","institution_ids":["https://openalex.org/I86519309"]},{"raw_affiliation_string":"The University of Texas at Austin, Austin, TX;","institution_ids":["https://openalex.org/I86519309"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5070191324","display_name":"Benjamin Kuipers","orcid":null},"institutions":[{"id":"https://openalex.org/I86519309","display_name":"The University of Texas at Austin","ror":"https://ror.org/00hj54h04","country_code":"US","type":"education","lineage":["https://openalex.org/I86519309"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Benjamin J. Kuipers","raw_affiliation_strings":["The University of Texas at Austin, Austin, TX","The University of Texas at Austin, Austin, TX;"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The University of Texas at Austin, Austin, TX","institution_ids":["https://openalex.org/I86519309"]},{"raw_affiliation_string":"The University of Texas at Austin, Austin, TX;","institution_ids":["https://openalex.org/I86519309"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I86519309"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":44,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1777","last_page":"1784"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9962999820709229,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9962999820709229,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9939000010490417,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9891999959945679,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.641864001750946},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5067716240882874},{"id":"https://openalex.org/keywords/evolutionary-algorithm","display_name":"Evolutionary algorithm","score":0.48171335458755493},{"id":"https://openalex.org/keywords/stock-trading","display_name":"Stock trading","score":0.46875882148742676},{"id":"https://openalex.org/keywords/evolutionary-computation","display_name":"Evolutionary computation","score":0.41028040647506714},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2867300510406494},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.18542861938476562},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.11069545149803162}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.641864001750946},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5067716240882874},{"id":"https://openalex.org/C159149176","wikidata":"https://www.wikidata.org/wiki/Q14489129","display_name":"Evolutionary algorithm","level":2,"score":0.48171335458755493},{"id":"https://openalex.org/C2989233474","wikidata":"https://www.wikidata.org/wiki/Q7831917","display_name":"Stock trading","level":4,"score":0.46875882148742676},{"id":"https://openalex.org/C105902424","wikidata":"https://www.wikidata.org/wiki/Q1197129","display_name":"Evolutionary computation","level":2,"score":0.41028040647506714},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2867300510406494},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.18542861938476562},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.11069545149803162},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1145/1143997.1144285","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1143997.1144285","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 8th annual conference on Genetic and evolutionary computation","raw_type":"proceedings-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.103.4575","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.103.4575","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.cs.bham.ac.uk/~wbl/biblio/gecco2006/docs/p1777.pdf","raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.61.6271","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.61.6271","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.ece.utexas.edu/~ramamoor/srrk2006.pdf","raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.80.7214","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.80.7214","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.cs.utexas.edu/users/pstone/Papers/bib2html-links/GECCO06-trading.ps","raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.81.8271","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.81.8271","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.cs.utexas.edu/users/pstone/Papers/bib2html-links/GECCO06-trading.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/1","display_name":"No poverty","score":0.6100000143051147}],"awards":[],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W569418701","https://openalex.org/W1508947067","https://openalex.org/W1576818901","https://openalex.org/W1965245272","https://openalex.org/W1968011150","https://openalex.org/W1968740499","https://openalex.org/W2017059355","https://openalex.org/W2041462006","https://openalex.org/W2119259871","https://openalex.org/W2131773668","https://openalex.org/W2133535658","https://openalex.org/W2149214223","https://openalex.org/W2153580489","https://openalex.org/W2165260235","https://openalex.org/W2169015875","https://openalex.org/W2613001510","https://openalex.org/W4231546411","https://openalex.org/W4285719527","https://openalex.org/W6616202246","https://openalex.org/W6630354483","https://openalex.org/W6654903677","https://openalex.org/W6789082378"],"related_works":["https://openalex.org/W4285805405","https://openalex.org/W2031113005","https://openalex.org/W85101999","https://openalex.org/W1560122427","https://openalex.org/W2391924736","https://openalex.org/W3133779647","https://openalex.org/W2920882285","https://openalex.org/W4291270682","https://openalex.org/W2539550033","https://openalex.org/W2146879413"],"abstract_inverted_index":{"Trading":[0,133],"rules":[1,47,68],"are":[2,48,139,159],"widely":[3],"used":[4],"by":[5,116],"practitioners":[6],"as":[7],"an":[8],"effective":[9,51],"means":[10],"to":[11,23,33,64,71,102,109,141],"mechanize":[12],"aspects":[13],"of":[14,26,39,45,56,89,106,113,126,153],"their":[15],"reasoning":[16],"about":[17],"stock":[18],"price":[19],"trends.":[20],"However,":[21],"due":[22],"the":[24,54,87,111,124,130],"simplicity":[25],"these":[27,66,73,114],"rules,":[28],"each":[29],"rule":[30],"is":[31,100],"susceptible":[32],"poor":[34],"behavior":[35],"in":[36,52,79,150,156],"specific":[37],"types":[38],"adverse":[40],"market":[41,154],"conditions.":[42],"Naive":[43],"combinations":[44],"such":[46],"not":[49],"very":[50],"mitigating":[53],"weaknesses":[55],"component":[57],"rules.":[58],"We":[59,82,122],"demonstrate":[60,142],"that":[61,98,143,158],"sophisticated":[62],"approaches":[63],"combining":[65],"trading":[67],"enable":[69],"us":[70],"overcome":[72],"problems":[74],"and":[75,92,163],"gainfully":[76],"utilize":[77],"them":[78],"autonomous":[80,144],"agents.":[81],"achieve":[83,147],"this":[84,136],"combination":[85],"through":[86],"use":[88,103],"genetic":[90,93],"algorithms":[91],"programs.":[94],"Further,":[95],"we":[96,138],"show":[97],"it":[99],"possible":[101],"qualitative":[104],"characterizations":[105],"stochastic":[107],"dynamics":[108],"improve":[110],"performance":[112],"agents":[115,145],"delineating":[117],"safe,":[118],"or":[119],"feasible,":[120],"regions.":[121],"present":[123],"results":[125],"experiments":[127],"conducted":[128],"within":[129],"Penn-Lehman":[131],"Automated":[132],"project.":[134],"In":[135],"way":[137],"able":[140],"can":[146],"consistent":[148],"profitability":[149],"a":[151],"variety":[152],"conditions,":[155],"ways":[157],"human":[160],"competitive.":[161],"Categories":[162],"Subject":[164],"Descriptors":[165],"[Real":[166],"World":[167],"Applications]:":[168],"finance,":[169],"intelligent":[170],"agents,":[171],"automated":[172]},"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":2}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
