{"id":"https://openalex.org/W2014886666","doi":"https://doi.org/10.1145/1389095.1389424","title":"Varying portfolio construction of stocks using genetic network programming with control nodes","display_name":"Varying portfolio construction of stocks using genetic network programming with control nodes","publication_year":2008,"publication_date":"2008-07-12","ids":{"openalex":"https://openalex.org/W2014886666","doi":"https://doi.org/10.1145/1389095.1389424","mag":"2014886666"},"language":"en","primary_location":{"id":"doi:10.1145/1389095.1389424","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1389095.1389424","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 10th 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/A5048265074","display_name":"Etsushi Ohkawa","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":"Etsushi Ohkawa","raw_affiliation_strings":["Waseda University, Kitakyushu, Fukuoka, Japan","Waseda University, kitakyushu, Fukuoka, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Waseda University, Kitakyushu, Fukuoka, Japan","institution_ids":["https://openalex.org/I150744194"]},{"raw_affiliation_string":"Waseda University, kitakyushu, Fukuoka, Japan","institution_ids":["https://openalex.org/I150744194"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5102909463","display_name":"Yan Chen","orcid":"https://orcid.org/0000-0001-9294-0128"},"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, Fukuoka, Japan","Waseda University, kitakyushu, Fukuoka, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Waseda University, Kitakyushu, Fukuoka, Japan","institution_ids":["https://openalex.org/I150744194"]},{"raw_affiliation_string":"Waseda University, kitakyushu, Fukuoka, 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, Fukuoka, Japan","Waseda University, kitakyushu, Fukuoka, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Waseda University, Kitakyushu, Fukuoka, Japan","institution_ids":["https://openalex.org/I150744194"]},{"raw_affiliation_string":"Waseda University, kitakyushu, Fukuoka, Japan","institution_ids":["https://openalex.org/I150744194"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100774583","display_name":"Kaoru Shimada","orcid":"https://orcid.org/0000-0002-4747-9595"},"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":"Kaoru Shimada","raw_affiliation_strings":["Waseda University, Kitakyushu, Fukuoka, Japan","Waseda University, kitakyushu, Fukuoka, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Waseda University, Kitakyushu, Fukuoka, Japan","institution_ids":["https://openalex.org/I150744194"]},{"raw_affiliation_string":"Waseda University, kitakyushu, Fukuoka, Japan","institution_ids":["https://openalex.org/I150744194"]}]},{"author_position":"last","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, Fukuoka, Japan","Waseda University, kitakyushu, Fukuoka, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Waseda University, Kitakyushu, Fukuoka, Japan","institution_ids":["https://openalex.org/I150744194"]},{"raw_affiliation_string":"Waseda University, kitakyushu, Fukuoka, 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":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.09297497,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1715","last_page":"1716"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11975","display_name":"Evolutionary Algorithms and Applications","score":0.991599977016449,"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/T11975","display_name":"Evolutionary Algorithms and Applications","score":0.991599977016449,"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":0.9833999872207642,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9519000053405762,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7101695537567139},{"id":"https://openalex.org/keywords/genetic-programming","display_name":"Genetic programming","score":0.5785093307495117},{"id":"https://openalex.org/keywords/graph","display_name":"Graph","score":0.5281550884246826},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.49177196621894836},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.46499103307724},{"id":"https://openalex.org/keywords/control-flow","display_name":"Control flow","score":0.43630608916282654},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.4218243956565857},{"id":"https://openalex.org/keywords/theoretical-computer-science","display_name":"Theoretical computer science","score":0.4185381531715393},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4067418575286865},{"id":"https://openalex.org/keywords/distributed-computing","display_name":"Distributed computing","score":0.36769258975982666},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3521410822868347},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.24938547611236572},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.13215568661689758},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.07779532670974731}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7101695537567139},{"id":"https://openalex.org/C110332635","wikidata":"https://www.wikidata.org/wiki/Q629498","display_name":"Genetic programming","level":2,"score":0.5785093307495117},{"id":"https://openalex.org/C132525143","wikidata":"https://www.wikidata.org/wiki/Q141488","display_name":"Graph","level":2,"score":0.5281550884246826},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.49177196621894836},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.46499103307724},{"id":"https://openalex.org/C160191386","wikidata":"https://www.wikidata.org/wiki/Q868299","display_name":"Control flow","level":2,"score":0.43630608916282654},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.4218243956565857},{"id":"https://openalex.org/C80444323","wikidata":"https://www.wikidata.org/wiki/Q2878974","display_name":"Theoretical computer science","level":1,"score":0.4185381531715393},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4067418575286865},{"id":"https://openalex.org/C120314980","wikidata":"https://www.wikidata.org/wiki/Q180634","display_name":"Distributed computing","level":1,"score":0.36769258975982666},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3521410822868347},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.24938547611236572},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.13215568661689758},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.07779532670974731},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/1389095.1389424","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1389095.1389424","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 10th annual conference on Genetic and evolutionary computation","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.46000000834465027,"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":1,"referenced_works":["https://openalex.org/W2086600750"],"related_works":["https://openalex.org/W2968285896","https://openalex.org/W206299888","https://openalex.org/W2102997898","https://openalex.org/W2549153708","https://openalex.org/W2140816515","https://openalex.org/W2381504162","https://openalex.org/W4285805598","https://openalex.org/W1964607451","https://openalex.org/W4318240128","https://openalex.org/W2381116869"],"abstract_inverted_index":{"A":[0],"new":[1],"evolutionary":[2],"method":[3],"named":[4],"\"Genetic":[5],"Network":[6],"Programming":[7],"with":[8],"Control":[9],"Nodes,":[10],"GNPcn\"":[11],"has":[12,36,44],"been":[13],"proposed":[14],"and":[15,23,57,82],"applied":[16],"to":[17],"determine":[18],"the":[19,45,51,64,78],"timing":[20],"of":[21,55,80,85],"buying":[22,81],"selling":[24,83],"stocks.":[25],"GNPcn":[26,43,58,75],"represents":[27],"its":[28],"solution":[29],"as":[30],"a":[31],"directed":[32],"graph":[33,70],"structure":[34],"which":[35,49],"some":[37,93],"useful":[38],"features":[39],"inherently.":[40],"For":[41],"example,":[42],"implicit":[46],"memory":[47],"function":[48],"memorizes":[50],"past":[52],"action":[53],"sequences":[54],"agents":[56],"can":[59,72,76],"re-use":[60],"nodes":[61],"repeatedly":[62],"in":[63],"network":[65],"flow,":[66],"so":[67],"highly":[68],"compact":[69],"structures":[71],"be":[73],"made.":[74],"improve":[77],"strategy":[79],"stocks":[84],"multi":[86],"issues.":[87],"Its":[88],"effectiveness":[89],"is":[90],"confirmed":[91],"by":[92],"simulations.":[94]},"counts_by_year":[],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}