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[[関連論文サーベイ]] #contents *書籍 [#gffb2517] **データ・マイニング [#tdb4c4a3] - [[Perception-based Data Mining and Decision Making in Economics and Finance 07:http://www.springeronline.com/978-3-540-36244-9]] ([[Amazon.com:http://www.amazon.com/Perception-based-Decision-Economics-Computational-Intelligence/dp/3540362444/]]) - [[Data Mining in Finance: Advances in Relational and Hybrid Methods 00:http://www.springer.com/0-7923-7804-0]] ([[Amazon.com:http://www.amazon.com/Data-Mining-Finance-International-Engineering/dp/0792378040/]])([[著者によるサポート・ページ:http://www.cwu.edu/~borisk/finance/]]) **時系列解析 [#e1dc6054] - Rによる時系列分析入門 08 ([[Amazon.co.jp:http://www.amazon.co.jp/R%e3%81%ab%e3%82%88%e3%82%8b%e6%99%82%e7%b3%bb%e5%88%97%e5%88%86%e6%9e%90%e5%85%a5%e9%96%80%2d%e7%94%b0%e4%b8%ad%2d%e5%ad%9d%e6%96%87/dp/4916092910/]]) - 時系列解析入門 05 ([[Amazon.co.jp:http://www.amazon.co.jp/%e6%99%82%e7%b3%bb%e5%88%97%e8%a7%a3%e6%9e%90%e5%85%a5%e9%96%80%2d%e5%8c%97%e5%b7%9d%2d%e6%ba%90%e5%9b%9b%e9%83%8e/dp/4000054554/]]) *サーベイ論文 [#f37ef8b1] **フィナンシャル・データ・マイニング [#x290a1d6] - Nicolas Navet, [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita.htm]]: [[Financial Data Mining with Genetic Programming: A Survey and Look Forward.:http://hal.inria.fr/inria-00168352/en/]] 56th Session of the International Statistical Institute (ISI 2007) (2007). - Dongsong Zhang, Lina Zhou: [[Discovering golden nuggets: Data mining in financial application.:http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=1347303]] IEEE Transactions on Systems, Man, and Cybernetics, Part C: Applications and Reviews, Vol. 34, No. 4, pp. 513-522 (2004). - [[Weigend, Andreas S.:http://weigend.com/]]: [[Data Mining in Finance: Report From the Post-NNCM-96 Workshop on Teaching Computer Intensive Methods for Financial Modeling and Data Analysis.:http://hdl.handle.net/2451/14178]] Proceedings of the Fourth International Conference on Neural Networks in the Capital Markets (NNCM 1996), pp. 399-411 (1997). **時系列データ・マイニング [#ze36a745] - Tao Li, Chang-Shing Perng, Sheng Ma: [[Guest editorial: Special issue on temporal data mining: Theory, algorithms and applications.:http://www.springerlink.com/content/9w8416563p7q5461/]] Data Mining and Knowledge Discovery, Vol. 16, No. 1, pp. 1-3 (2008). - [[有村 博紀:http://www-ikn.ist.hokudai.ac.jp/~arim/]]: [[大規模データストリームのためのマイニング技術の動向.:http://search.ieice.org/bin/summary.php?id=j88-d1_3_563&category=D&year=2005&lang=J&abst=]] 電子情報通信学会論文誌 D, Vol. J88-D1, No. 3, pp. 563-575 (2005). - [[John F. Roddick:http://csem.flinders.edu.au/people/pages/roddick_john/]], [[Myra Spiliopoulou:http://omen.cs.uni-magdeburg.de/itikmd/Myra_Spilopoulou.62.1.html]]: [[A Survey of Temporal Knowledge Discovery Paradigms and Methods.:http://doi.ieeecomputersociety.org/10.1109/TKDE.2002.1019212]] IEEE Transactions on Knowledge and Data Engineering, Vol. 14, No. 4, pp. 750-767 (2002). **市場予測 [#ld069303] - Anthony S. Tay, Kenneth F. Wallis: [[Density forecasting: A survey.:http://www3.interscience.wiley.com/journal/72510820/abstract]] Journal of Forecasting, Vol. 19, No. 4, pp. 235-254 (2000). - Monica Adya, Fred Collopy: [[How effective are neural networks at forecasting and prediction? A review and evaluation.:http://www3.interscience.wiley.com/journal/2987/abstract]] Journal of Forecasting, Vol. 17, No. 5-6, pp. 481-495 (1998). **ニューラル・ネットワーク (NN) [#v1467bfe] - B. Vanstone and C.N.W. Tan: [[A Survey of the Application of Soft Computing to Investment and Financial Trading.:http://epublications.bond.edu.au/infotech_pubs/13/]] Proc. of the Australian and New Zealand Intelligent Information Systems Conference (ANZIIS 2003), pp. 211-216 (2003). - Abu-Mostafa, Y.S.; Atiya, A.F.; Magdon-Ismail, M.; White, H.: [[Introduction to the special issue on neural networks in financial engineering.:http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?isnumber=20234&arnumber=935079&count=24&index=0]] IEEE Transactions on Neural Networks, Vol. 12, No. 4, pp. 653-656 (2001). **その他，不明 [#df51d9dd] - Roy Rada: [[Expert systems and evolutionary computing for financial investing: A review.:http://dx.doi.org/10.1016/j.eswa.2007.05.012]] Expert Systems with Applications Volume 34, Issue 4, Pages 2232-2240 (2008) - Marco P. Tucci: [[Guest Editorial: Special Issue on Stochastic Optimization.:http://www.springerlink.com/content/p476409m2012340l/]] Computational Economics, Vol. 27, No. 4, pp. 431-432 (2006). *解説・チュートリアル [#f8689122] **フィナンシャル・データ・マイニング [#oac92fdb] - [[Hui Wang:http://www.dam.brown.edu/people/huiwang/]], [[Andreas S. Weigend:http://weigend.com/]]: [[Data mining for financial decision making.:http://dx.doi.org/10.1016/S0167-9236(03)00090-3]] Decision Support Systems, Vol. 37, No. 4, pp. 457-460 (2004). - Folke Rauscher: [[Data in Mining in Finance—An Overview.:http://mozart.fin.depaul.edu/~globalfin/Prog11.htm]] Proceedings of the 20th International Symposium on Forecasting (ISF 2000) (2000). **時系列データ・マイニング [#kd264e59] - [[櫻井 保志:http://www.kecl.ntt.co.jp/csl/sirg/people/yasushi/index-j.html]]: [[時系列データのためのストリームマイニング技術.:http://fw8.bookpark.ne.jp/cm/ipsj/search.asp?flag=6&keyword=IPSJ-MGN470711&mode=PDF]] 情報処理, Vol. 47, No. 7, pp. 755-761 (2006). - [[有村 博紀:http://www-ikn.ist.hokudai.ac.jp/~arim/]], [[喜田 拓也:http://www-ikn.ist.hokudai.ac.jp/~kida/]]: [[データストリームのためのマイニング技術.:http://fw8.bookpark.ne.jp/cm/ipsj/search.asp?flag=6&keyword=IPSJ-MGN460103&mode=PDF]] 情報処理, Vol. 46, No. 1, pp. 4-11 (2005). - [[Alberto Lerner:http://www.cs.nyu.edu/~lerner/]], [[Dennis Shasha:http://www.cs.nyu.edu/shasha/]], [[Zhihua Wang:http://www.cs.nyu.edu/zhihua/]], [[Xiaojian Zhao:http://www.asamst.ucsb.edu/faculty/zhao.php]], Yunyue Zhu: [[Fast algorithms for time series with applications to finance, physics, music, biology, and other suspects.:http://doi.acm.org/10.1145/1007568.1007726]] Proceedings of the 2004 ACM SIGMOD international conference on Management of data, pp. 965-968 (2004). **取引戦略学習 [#yc2697a6] ***強化学習 [#d4f8fb74] - [[松井 藤五郎:http://xn--p8ja5bwe1i.jp]], 後藤卓: 強化学習を用いた金融市場取引戦略の獲得と分析. 人工知能学会誌, Vol. 24, No. 3, pp. 400-407 (2009). - [[松井 藤五郎:http://xn--p8ja5bwe1i.jp]]: カブロボへの招待—人工知能を用いた株式取引—. 人工知能学会誌, Vol. 22, No. 4, pp. 540-547 (2007). ***GA (Genetic Algorithms) [#g9258053] - Adrian E. Drake, Robert E. Marks: [[Genetic Algorithms in Economics and Finance.:http://www.springer.com/economics/economic+theory/book/978-0-7923-7601-9]] Genetic Algorithms and Genetic Programming in Computational Finance, pp. 29-54, Springer (2002). ([[Google ブック検索:http://books.google.com/books?id=1BcdviNKtWgC&hl=ja]]) ***GP (Genetic Programming) [#a8aa3978] - Colin Frayn: [[Genetic Programming in Finance.:http://www.aiecon.org/cief2005/index.html]] Proceedings of the 4th International Workshop on Computational Intelligence in Economics and Finance (CIEF 2005), pp. 21-25 (2005). - [[Shu-Heng Chen:http://www.aiecon.org/staff/shc/E_Vita.htm]], Tzu-Wen Kuo, Yuh-Pyng Shieh: [[Genetic Programming: A Tutorial.:http://www.springer.com/economics/economic+theory/book/978-0-7923-7601-9]] Genetic Algorithms and Genetic Programming in Computational Finance, pp. 55-80, Springer (2002). ([[Google ブック検索:http://books.google.com/books?id=1BcdviNKtWgC&hl=ja]]) ***ニューラル・ネットワーク (NN) [#r9374ae3] - Defu Zhang, Qingshan Jiang, Xin Li: Application of Neural Networks in Financial Data Mining. [[International Journal of Computational Intelligence (IJCI):http://www.waset.org/ijci/]], Vol. 1, No. 2, pp. 106-109 (2005). ([[PDF:http://www.waset.org/pwaset/v1/v1-33.pdf]]) **オプション・プライシング [#l56dd4c6] ***強化学習 [#b25dc09f] - Benjamin Van Roy: [[Temporal-Difference Learning and Applications in Finance.:http://books.google.co.jp/books?id=ZTkFszCxwdAC&lpg=PA447&ots=MI1kocfwCX&lr=&pg=PA447#v=onepage&q=&f=false]] Proc. of the 6th International Conference on Computational Finance, pp. 447-480 (1999) *特集 [#r45ceaec] - 寺野隆雄, 松井藤五郎, 和泉潔 (Eds.): 特集「ファイナンスにおける人工知能応用」. 人工知能学会誌, Vol. 24, No. 3 (2009). - Tao Li, Chang-Shing Perng, Sheng Ma (Eds.): [[Special Issue: Temporal data mining: Theory, algorithms and applications.:http://www.springerlink.com/content/t3j253137777/]] Data Mining and Knowledge Discovery, Vol. 16, No. 1 (February 2008). - Diem Ho, Jacques Janssen (Eds.): [[Special Issue: Stochastic Process and Data Analysis.:http://www.springerlink.com/content/h7mp16x26mp9/]] Computational Economics, Vol. 29, No. 2 (March 2007). - Marco P. Tucci: [[Special Issue: Stochastic Optimization.:http://www.springerlink.com/content/u0x511420237/]] Computational Economics, Vol. 27, No. 4 (June 2006). - Hui Wang and Andreas S. Weigend (Eds.): [[Special Issue: Data mining for financial decision making.:http://www.sciencedirect.com/science/journal/01679236]] Decision Support Systems, Vol. 37, No. 4 (September 2004). - Abu-Mostafa, Y.S.; Atiya, A.F.; Magdon-Ismail, M.; White, H. (Eds.): [[Special Issue: Neural Networks in Financial Engineering.:http://ieeexplore.ieee.org/xpl/tocresult.jsp?isnumber=20234&isYear=2001]] IEEE Transactions on Neural Networks, Vol. 12, No. 4 (2001). - Allan Timmermann (Ed.): [[Special Issue: Density Forecasting in Economics and Finance.:http://www3.interscience.wiley.com/journal/72510817/issue]] Journal of Forecasting, Vol. 19, No. 4 (July 2000). - Elmar Steurer (Ed.): [[Special Issue: Machine Learning and Data Mining in Finance.:http://www3.interscience.wiley.com/journal/68502008/issue]] International Journal of Intelligent Systems in Accounting, Finance & Management, Vol. 8, No. 4 (December 1999). - Apostolos Paul Refenes and Halbert White (Eds.): [[Special Issue: Neural Networks and Financial Economics.:http://www3.interscience.wiley.com/journal/2977/issue]] Journal of Forecasting, Vol. 17, No. 5-6 (September-November 1998). *論文 [#z17773f3] **フィナンシャル・データ・マイニング [#h3dec1d4] - Phichhang Ou, Hengshan Wang: [[Prediction of Stock Market Index Movement by Ten Data Mining Techniques.:http://www.ccsenet.org/journal/index.php/mas/article/view/4586/0]] Modern Applied Science, Vol. 3, No. 12, pp. 28-42 (2009) - Yaqiong Pan: [[Evaluation of Foreign Exchange Risk Based on Financial Data Mining: Evidence from Iron and Steel Industry in China.:http://doi.ieeecomputersociety.org/10.1109/WKDD.2009.25]] Proceedings of the 2009 Second International Workshop on Knowledge Discovery and Data Mining, pp. 368-371 (2009). - Michail Vlachos, Kun-Lung Wu, Shyh-Kwei Chen, Philip S. Yu: [[Correlating burst events on streaming stock market data.:http://www.springerlink.com/content/t1892m4225333516/]] Data Mining and Knowledge Discovery, Vol. 16, No. 1, pp. 109-133 (2008). - Chin-Sheng Chen, Joaquim Filipe, Isabel Seruca, José Cordeiro: [[Using dmFSQL for financial clustering.:http://www.springerlink.com/content/r70424q5282x32w7/]] Enterprise Information Systems VII, Part 2, pp. 113-119 (2007). - Longbing Cao, Chengqi Zhang: [[F-trade: An agent-mining symbiont for financial services.:http://doi.acm.org/10.1145/1329125.1329443]] Proceedings of the 6th International Joint Conference on Autonomous Agents and Multiagent Systems (AAMAS 2007), Article No. 262 (2007). - Véronique Plihon, Fei Wu, Georges Gardarin: [[A Financial Data Mining Trading System.:http://www.springerlink.com/content/09ggjlca4aj5jbml/]] Proceedings of the 5th International Conference on Applications of Natural Language to Information Systems (NLDB 2000), p. 370 (2001). - Gholamreza Nakhaeizadeh: From Data Mining in Finance to Distributed Data Mining. Proceedings of the 20th International Symposium on Forecasting (ISF 2000) (2000). - Robert Dornau: [[Shock around the clock—On the causal relations between international stock markets, the strength of causality and the intensity of shock transmission: An econometric analysis.:http://www3.interscience.wiley.com/journal/68502011/abstract]] Intelligent Systems in Accounting, Finance & Management, Vol. 8, No. 4, pp. 253-270 (1999). **時系列データ・マイニング [#m8111c13] - Jessica Lin, Eamonn Keogh, Li Wei, Stefano Lonardi: [[Experiencing SAX: A novel symbolic representation of time series.:http://www.springerlink.com/content/g69808822l82t325/]] Data Mining and Knowledge Discovery, Vol. 15, No. 2, pp. 107-144 (2007). **取引戦略学習 [#b5e06340] ***強化学習 [#le7925b6] - Tohgoroh Matsui, Takashi Goto, Kiyoshi Izumi: [[Acquiring a government bond trading strategy using reinforcement learning.:http://www.fujipress.jp/finder/xslt.php?mode=present&inputfile=JACII001300060012.xml]] Journal of Advanced Computational Intelligence and Intelligent Informatics, Vol.13, No.6, pp. 691-696 (2009). - 間普 真吾, 平澤 宏太郎, 古月 敬之 (早稲田大学): 強化学習と重要度指標を用いた遺伝的ネットワーク・プログラミングによる株式売買モデル. 電気学会論文誌 C (電子・情報・システム部門誌), Vol. 127, No. 7, pp. 1061-1067 (2007). - Francesco Bertoluzzo, Marco Corazza: [[Making Financial Trading by Recurrent Reinforcement Learning.:http://www.springerlink.com/content/d13q68316374wm47/]] Proceedings of the 11th International Conference on Knowledge-Based Intelligent Information and Engineering Systems (KES 2007), pp. 619-626 (2007). - Jae Won Lee, Jonghun Park, Jangmin O, Jongwoo Lee, Euyseok Hong: [[A Multiagent Approach to Q-Learning for Daily Stock Trading.:http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=4342801]] IEEE Transactions on Systems, Man and Cybernetics, Part A, Vol. 37, No. 6, pp. 864-877 (2007). - Yuriy Nevmyvaka, Yi Feng, Michael Kearns: [[Reinforcement learning for optimized trade execution.:http://doi.acm.org/10.1145/1143844.1143929]] Proceedings of the 23rd international conference on Machine learning (ICML 2006), pp. 673-680 (2006). - Jangmin O, Jongwoo Lee, Jae Won Lee, Byoung-Tak Zhang: [[Adaptive stock trading with dynamic asset allocation using reinforcement learning.:http://dx.doi.org/10.1016/j.ins.2005.10.009]] Information Sciences, Vol. 176, No. 15, pp. 2121-2147 (2006). - Alexander A. Sherstov, Peter Stone: [[Three Automated Stock-Trading Agents: A Comparative Study.:http://www.springerlink.com/content/1n177848nj158772/]] Proceedings of the AAMAS 2004 Workshop on Agent-Mediated Electronic Commerce (AMEC 2004), pp. 173-187 (2005). - Hryshko, A.; Downs, T.: [[A system for electricity trading using genetic algorithm and reinforcement learning.:http://espace.uq.edu.au/view/UQ:100841]] Proceedings of the Australasian Universities Power Engineering Conference 2004, pp. 1-7 (2004). - Bates, R.G.; Dempster, M.A.H.; Romahi, Y.S.: [[Evolutionary reinforcement learning in FX order book and order flow analysis.:http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=1196282]] Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, pp. 355- 362 (2003). - Gold, C.: [[FX trading via recurrent reinforcement learning.:http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=1196283]] Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, pp. 363- 370 (2003). - Jae Won LEE, Sung-Dong KIM, Jongwoo LEE, Jinseok CHAE: [[An Intelligent Stock Trading System Based on Reinforcement Learning.:http://search.ieice.org/bin/summary.php?id=e86-d_2_296&category=D&lang=E&year=2003]] IEICE Transactions on Information and Systems, Vol. E86-D, No. 2, pp. 296-305 (2003). - M. A. H. Dempster, Y. S. Romahi: [[Intraday FX Trading: An Evolutionary Reinforcement Learning Approach.:http://www.springerlink.com/content/gj652dyl258xw231/]] Proceedings of the 3rd International Conference on Intelligent Data Engineering and Automated Learning (IDEAL 2002), pp. 697-708 (2002). - Pen-Yang Liao, Jiah-Shing Chen: [[Dynamic trading strategy learning model using learning classifiersystems.:http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=934269]] Proceedings of the 2001 Congress on Evolutionary Computation, Vol. 2, pp. 783-789 (2001). - Moody, J. and Saffell, M.: [[Learning to trade via direct reinforcement.:http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?tp=&arnumber=935097&isnumber=20234]] IEEE Transactions on Neural Networks, Vol. 12, No. 4, pp. 875-889 (2001). - Dempster, M.A.H., Payne, T.W., Romahi, Y., and Thompson, G.W.P.: [[Computational learning techniques for intraday FX trading usingpopular technical indicators.:http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?isnumber=20234&arnumber=935088&count=24&index=9]] IEEE Trans. on Neural Networks, Vol. 12, No. 4, pp. 744-754 (2001) -John Moody and Matthew Saffell: [[Reinforcement Learning for Trading Systems and Portfolios.:http://scholar.google.co.jp/scholar?cluster=3297166835078718984]] Proceedings of the 4th International Conference on Knowledge Discovery and Data Mining (KDD 1998), pp. 279-283 (1998). - John Moody, Lizhong Wu, Yuansong Liao, Matthew Saffell: [[Performance functions and reinforcement learning for trading systems and portfolios.:http://www3.interscience.wiley.com/journal/2985/abstract]] Journal of Forecasting, Vol. 17, No. 5-6, pp. 441-470 (1998). ''口頭発表など'' - 松井 藤五郎 (東京理科大学), 後藤 卓 (三菱東京UFJ銀行), 和泉 潔 (産業技術総合研究所), 大和田 勇人 (東京理科大学): 強化学習を用いた金融市場取引戦略分析システムの試作. ファイナンスにおける人工知能応用研究会 (第1回), pp. 12-17 (2008). - 松井 藤五郎 (東京理科大学), 後藤 卓 (三菱東京UFJ銀行), 和泉 潔 (産業技術総合研究所), 大和田 勇人 (東京理科大学): 強化学習を用いた債券取引戦略の獲得. 2008年度人工知能学会全国大会 (第22回), 2C3-1 (2008). - 謝 孟春, 児玉 吉晃 (和歌山工業高等専門学校): [[株式取引エージェントの強化学習におけるSOMを用いた状態入力ベクトルのクラスタリング法.:http://ci.nii.ac.jp/naid/40015725628/]] 人工知能学会知識ベースシステム研究会 (第79回), pp. 38-38 (2007). - 児玉 吉晃, 謝 孟春 (和歌山工業高等専門学校): [[強化学習を用いた株式取引エージェントの構築.:http://ci.nii.ac.jp/naid/110006248722/]] 情報処理学会研究報告 (数理モデル化と問題解決), Vol. 2007, No. 19, pp. 57-60 (2007). - 松井 藤五郎, 大和田 勇人 (東京理科大学): 強化学習を用いた株式取引エージェントにおける汎用政策の学習. 2007年度人工知能学会全国大会 (第21回), 3D9-5 (2007). - 吉本 昌弘, 藤森 成一, 佐々木 将士 (東海大学): [[AHPを導入したProfit Sharingエージェントによる株式売買に関する研究.:http://ci.nii.ac.jp/naid/110004849747/]] 情報処理学会研究報告 (数理モデル化と問題解決), Vol. 2006, No. 56, pp. 37-40 (2006). - 松井 藤五郎, 大和田 勇人 (東京理科大学): 強化学習を用いた株式取引シミュレーション. 第5回情報科学技術フォーラム (FIT 2006), 第2分冊, pp. 257-258 (2006). - 松井 藤五郎, 大和田 勇人 (東京理科大学): 強化学習を用いた株式取引エージェントの評価. 2006年度人工知能学会全国大会 (第20回), 3C1-6 (2006). - 松井 藤五郎, 大和田 勇人 (東京理科大学): 株式取引エージェントへの強化学習の応用. 2005年度人工知能学会全国大会 (第19回), 1D4-1 (2005). ***動的計画法 [#a24e1ae0] - Jiarui Han, Tze Leung Lai, Viktor Spivakovsky: [[Approximate Policy Optimization and Adaptive Control in Regression Models.:http://www.springerlink.com/content/w82p18373n747625/]] Computational Economics, Vol. 27, No. 4, pp. 433-452 (2006). - Gerald Tesauro, Jonathan L. Bredin: [[Strategic sequential bidding in auctions using dynamic programming.:http://doi.acm.org/10.1145/544862.544885]] Proceedings of the first international joint conference on Autonomous agents and multiagent systems (AAMAS 2002), Part 2, pp. 591-598 (2002). - Hiromitsu Hattori, Makoto Yokoo, Yuko Sakurai, Toramatsu Shintani: [[Determining bidding strategies in sequential auctions: Quasi-linear utility and budget constraints.:http://doi.acm.org/10.1145/375735.376005]] Proceedings of the 5th International Conference on Autonomous Agents, pp. 83-84 (2001). ***GA (Genetic Algorithms) [#qffcdc09] - Hochan Kima and Sungmin Hurb: [[Effect of foreign exchange management on firm performance using genetic algorithm and VaR.:http://dx.doi.org/10.1016/j.eswa.2008.10.036]] Expert Systems with Applications, Volume 36, Issue 4, May 2009, Pages 8134-8142 (2009) - Longbing Cao, Dan Luo, Chengqi Zhang: [[Fuzzy Genetic Algorithms for Pairs Mining.:http://www.springerlink.com/content/67u2822q441645g4/]] Proceedings of the 9th Pacific Rim International Conference on Artificial Intelligence (PRICAI 2006), pp. 711-720 (2006). - Serge Hayward: [[Genetically Optimized Artificial Neural Network for Financial Time Series Data Mining.:http://www.springerlink.com/content/628703014207853x/]] Proceedings of the 6th International Conference on Simulated Evolution and Learning (SEAL 2006), pp. 703-717 (2006). - Hryshko, A.; Downs, T.: [[A system for electricity trading using genetic algorithm and reinforcement learning.:http://espace.uq.edu.au/view/UQ:100841]] Proceedings of the Australasian Universities Power Engineering Conference 2004, pp. 1-7 (2004). - C. Lawrenz, F. Westerhoff: [[Modeling Exchange Rate Behavior with a Genetic Algorithm.:http://www.springerlink.com/content/n86504538n666220/]] Computational Economics, Vol. 21, No. 3, pp. 209-229 (2003). - Hryshko, A.; Downs, T.: [[An implementation of genetic algorithms as a basis for a trading system on the foreign exchange market.:http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=1299877]] Proceedings of the 2003 Congress on Evolutionary Computation (CEC 2003), Vol. 3, pp. 1695-1701 (2003). - M. A. H. Dempster, Y. S. 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