{"id":"https://openalex.org/W2057251175","doi":"https://doi.org/10.1145/1276958.1277232","title":"Trading rules on stock markets using genetic network programming with sarsa learning","display_name":"Trading rules on stock markets using genetic network programming with sarsa learning","publication_year":2007,"publication_date":"2007-07-07","ids":{"openalex":"https://openalex.org/W2057251175","doi":"https://doi.org/10.1145/1276958.1277232","mag":"2057251175"},"language":"en","primary_location":{"id":"doi:10.1145/1276958.1277232","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1276958.1277232","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 9th annual conference on Genetic and evolutionary computation","raw_type":"proceedings-article"},"type":"conference-abstract","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/A5100378075","display_name":"Yan Chen","orcid":"https://orcid.org/0000-0002-3227-4562"},"institutions":[{"id":"https://openalex.org/I150744194","display_name":"Waseda University","ror":"https://ror.org/00ntfnx83","country_code":"JP","type":"education","lineage":["https://openalex.org/I150744194"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Yan Chen","raw_affiliation_strings":["Waseda University, Kitakyushu, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Waseda University, Kitakyushu, Japan","institution_ids":["https://openalex.org/I150744194"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5037937808","display_name":"Shingo Mabu","orcid":"https://orcid.org/0000-0002-8759-8337"},"institutions":[{"id":"https://openalex.org/I150744194","display_name":"Waseda University","ror":"https://ror.org/00ntfnx83","country_code":"JP","type":"education","lineage":["https://openalex.org/I150744194"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Shingo Mabu","raw_affiliation_strings":["Waseda University, Kitakyushu, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Waseda University, Kitakyushu, Japan","institution_ids":["https://openalex.org/I150744194"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5013008417","display_name":"Kotaro Hirasawa","orcid":null},"institutions":[{"id":"https://openalex.org/I150744194","display_name":"Waseda University","ror":"https://ror.org/00ntfnx83","country_code":"JP","type":"education","lineage":["https://openalex.org/I150744194"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Kotaro Hirasawa","raw_affiliation_strings":["Waseda University, Kitakyushu, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Waseda University, Kitakyushu, Japan","institution_ids":["https://openalex.org/I150744194"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100326923","display_name":"Jinglu Hu","orcid":"https://orcid.org/0000-0002-5601-7261"},"institutions":[{"id":"https://openalex.org/I150744194","display_name":"Waseda University","ror":"https://ror.org/00ntfnx83","country_code":"JP","type":"education","lineage":["https://openalex.org/I150744194"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Jinglu Hu","raw_affiliation_strings":["Waseda University, Kitakyushu, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Waseda University, Kitakyushu, Japan","institution_ids":["https://openalex.org/I150744194"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I150744194"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":12,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1503","last_page":"1503"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9940999746322632,"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":0.9940999746322632,"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":0.9937999844551086,"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":0.9911999702453613,"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/computer-science","display_name":"Computer science","score":0.7206616997718811},{"id":"https://openalex.org/keywords/genetic-programming","display_name":"Genetic programming","score":0.6990411877632141},{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.638548731803894},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.557539701461792},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.47910407185554504},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.4778842031955719},{"id":"https://openalex.org/keywords/fitness-function","display_name":"Fitness function","score":0.47521668672561646},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.42862600088119507},{"id":"https://openalex.org/keywords/stock-trading","display_name":"Stock trading","score":0.42314302921295166},{"id":"https://openalex.org/keywords/generalization","display_name":"Generalization","score":0.42014044523239136},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.36696362495422363},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3352243900299072},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.23106324672698975},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1747172474861145},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.11004218459129333}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7206616997718811},{"id":"https://openalex.org/C110332635","wikidata":"https://www.wikidata.org/wiki/Q629498","display_name":"Genetic programming","level":2,"score":0.6990411877632141},{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.638548731803894},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.557539701461792},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.47910407185554504},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4778842031955719},{"id":"https://openalex.org/C176066374","wikidata":"https://www.wikidata.org/wiki/Q629118","display_name":"Fitness function","level":3,"score":0.47521668672561646},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.42862600088119507},{"id":"https://openalex.org/C2989233474","wikidata":"https://www.wikidata.org/wiki/Q7831917","display_name":"Stock trading","level":4,"score":0.42314302921295166},{"id":"https://openalex.org/C177148314","wikidata":"https://www.wikidata.org/wiki/Q170084","display_name":"Generalization","level":2,"score":0.42014044523239136},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.36696362495422363},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3352243900299072},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.23106324672698975},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1747172474861145},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.11004218459129333},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"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},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/1276958.1277232","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1276958.1277232","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 9th annual conference on Genetic and evolutionary computation","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/W2961374456","https://openalex.org/W2561856575","https://openalex.org/W1792573625","https://openalex.org/W1925901016","https://openalex.org/W4294725171","https://openalex.org/W1485885287","https://openalex.org/W2139799987","https://openalex.org/W4384024076","https://openalex.org/W1578871554","https://openalex.org/W1510453205"],"abstract_inverted_index":{"In":[0,59,177],"this":[1,60],"paper,":[2,61],"the":[3,91,119,142,175,178,180,186,198,204,210,217,221],"Genetic":[4],"Network":[5],"Programming":[6],"(GNP)":[7],"for":[8],"creating":[9,66],"trading":[10,69,181,218],"rules":[11,219],"on":[12,174],"stocks":[13],"is":[14,17,63,80,88,129,153,183,201,214],"described.":[15],"GNP":[16,39,47,62,83,131],"an":[18,55],"evolutionary":[19],"computation,":[20],"which":[21,87],"represents":[22],"its":[23,232],"solutions":[24],"using":[25,185,203],"graph":[26],"structures":[27],"and":[28,53,135,144,166,195,231],"has":[29,35,54,234],"some":[30],"useful":[31],"features":[32],"inherently.":[33],"It":[34],"been":[36,235],"clarified":[37,215],"that":[38,130,154,216],"works":[40],"well":[41],"especially":[42],"in":[43,158,192,207],"dynamic":[44],"environments":[45],"since":[46],"can":[48,112,121],"create":[49],"quite":[50],"compact":[51],"programs":[52,99,114,120],"implicit":[56],"memory":[57],"function.":[58],"applied":[64],"to":[65,81,140,161,167],"a":[67],"stock":[68,170,187,205],"model.":[70],"There":[71],"are":[72,156],"three":[73],"important":[74,78,127,151],"points:":[75],"The":[76,125,149],"first":[77],"point":[79,128,152],"combine":[82],"with":[84],"Sarsa":[85],"Learning":[86],"one":[89],"of":[90,147,189,220],"reinforcement":[92,110],"learning":[93,111],"algorithms.":[94],"Evolution-based":[95],"methods":[96],"evolve":[97],"their":[98],"after":[100],"task":[101,116],"execution":[102],"because":[103],"they":[104],"must":[105],"calculate":[106],"fitness":[107],"values,":[108],"while":[109],"change":[113],"during":[115],"execution,":[117],"therefore":[118],"be":[122],"created":[123],"efficiently.":[124],"second":[126],"uses":[132],"candlestick":[133],"chart":[134],"selects":[136],"appropriate":[137,163,169],"technical":[138],"indices":[139],"judge":[141],"buying":[143],"selling":[145],"timing":[146],"stocks.":[148],"third":[150],"sub-nodes":[155],"used":[157],"each":[159],"node":[160],"determine":[162],"actions":[164],"(buying/selling)":[165],"select":[168],"price":[171],"information":[172],"depending":[173],"situation.":[176],"simulations,":[179],"model":[182],"trained":[184],"prices":[188,206],"16":[190],"brands":[191],"2001,":[193],"2002":[194],"2003.":[196],"Then":[197],"generalization":[199],"ability":[200],"tested":[202],"2004.":[208],"From":[209],"simulation":[211],"results,":[212],"it":[213],"proposed":[222],"method":[223,230],"obtain":[224],"much":[225],"higher":[226],"profits":[227],"than":[228],"Buy&Hold":[229],"effectiveness":[233],"confirmed.":[236]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
