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Evolutionary Algorithms with Applications to Finance

• CALDARELLI, Guido, Marina PICCIONI and Emanuela SCIUBBA, A Numerical Study on the Evolution of Portfolio Rules: Is CAPM Fit for Nasdaq?, 2000.
• FARMER, J. Doyne and Andrew W. LO, Frontiers of Finance: Evolution and Efficient Markets, 1999.
• FARMER, J. Doyne, Market force, ecology, and evolution, 2000.
• FRICKZ et al., A Genetic-Based Approach for the Derivation of Trading Strategies on the German Stock Market, 1996.
• LeBARON, Blake, Experiments in Evolutionary Finance, 1995.
• RODE, David, et al., An Evolutionary Approach to Technical Trading and Capital Market Efficiency, 1995.
• SCHULENBURG, Sonia and Peter ROSS, A Learning Evolutionary Trading System LETS, 2002.