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ijcrb.webs.com INTERDISCIPLINARY JOURNAL OF CONTEMPORARY RESEARCH IN BUSINESS JUNE 2011 VOL 3, NO 2 drift, and the temporal-salience structure of problems," in 1998 IEEE International Conference on Evolutionary Computation Anchorage, USA: IEEE, 535- 540. Goldberg, D.E. (2002). The Design of Innovation: Lessons from and for Competent Genetic Algorithms. Norwell, MA: Kluwer. González, F.A. & Dasgupta, D. (2003). Anomaly Detection Using Real-Valued Negative Selection. Genetic Programming and Evolvable Machines, 4(4), 383-403. Gruau, F ., Whitley,D.(1993)."Adding learning to the cellular development of neural network: evolution and Baldwin effect," Evolutionary Computation, vol. 1, pp. 213-233. Hall, L.O., Ozyurt, I.B., & Bezdek, J.C. (1999). Clustering with a genetically optimized approach. IEEE Transactions on Evolutionary Computation, 3(2), 103-112. Hart, W. E.(1994). "Adaptive global optimization with local search," Doctoral Dissertation. San Diego: University of California. Holland, J.(1975). Adaptation in natural and artificial systems (University of Michigan Press, Michigan). Iba, H.(2004).Classification of Gene Expression Profile Using Combinatory Method of Evolutionary Computation and Machine Learning. Genetic Programming and Evolvable Machines, Special Issue on Biological Applications of Genetic and Evolutionary Computation (Banzhaf, W. & Foster, J., guest editors), 5(2), 145-156. Jensen, M ., Bennington, G. (1970). Random walks and technical theories: some additional evidences, Journal of Finance 25, 269-82. Jong, K. De.(2005). "Genetic algorithms: a 30 year perspective," in Perspectives on Adaptation in Natural and Artificial Systems, L. Booker, S. Forrest, M. Mitchell, and R. Riolo, Eds.: Oxford University Press. Kirkpatrick,S., Gelatt, C. D &Vecchi, M. P.(1983)."Optimization by simulated annealing," Science, vol. 220, pp. 671-680. Kuncheva, L.I., Jain, L.C.(2000). Designing classifier fusion systems by genetic algorithms. IEEE Transactions on Evolutionary Computation, 4(4), 327-336. Lo, A. , MacKinley,A.(1990), Data snooping biases in tests of financial assets pricing models, Journal of International Money and Finance 12, 451-474. Lobo, F. G ., Goldberg, D.(1997). E "Decision making in a hybrid genetic algorithm," in IEEE International Conference on evolutionary Computation. Piscataway, USA: IEEE Press,122- 125. Llorà, X. &Goldberg, D. E. (2003). Bounding the effect of noise in Multiobjective Learning Classifier Systems. Evolutionary Computation, 11(3), 278 – 297. Lorena, L.A.N. & Furtado, J. C. (2001). Constructive Genetic Algorithm for Clustering Problems. Evolutionary Computation, 9(3), 309 – 328. Mahfoud, S. W.(1997). "Boltzmann selection," in Handbook of Evolutionary Computation, T. Back, D. B. Fogel, and Z. Michalewicz, Eds.: IOP Publising Ltd and Oxford University Press, 1-4. Mahfoud ,S ., Goldberg, D.(1995). "Parallel recombinative simulated annealing: a genetic algorithm," Parallel Computing, vol. 21, 11-28. Marney, J. P., Fyfe, C., Tarbert, H .,& Miller, D. (2001). Risk adjusted returns to technical trading rules: a genetic programming approach. Computing in Economics and Finance, Society for Computational Economics, Yale Univ., USA, <strong>paper</strong> #147. COPY RIGHT © 2011 Institute of Interdisciplinary Business Research 152
ijcrb.webs.com INTERDISCIPLINARY JOURNAL OF CONTEMPORARY RESEARCH IN BUSINESS JUNE 2011 VOL 3, NO 2 Mills, T.(1997). Technical analysis and the London Stock Exchange: Testing trading rules using the FT30. International Journal of Finance and Economics, 2, 319-331. Neely, C .,Weller, P. (1999).Technical trading rules in the European monetary system, Journal of International Money and Finance 18, 429-58. Neely, C., Weller, P .,& Dittmar, R.(1997).Is technical analysis in the foreign exchange market profitable? a genetic programming approach, Journal of Financial and Quantitative Analysis 32,405-26. Preux, P ., Talbi, E. G.(1999). "Towards hybrid evolutionary algorithms," International Transactions in Operational Research, vol. 6, 557-570. Reeves,C.(1994). "Genetic algorithms and neighbourhood search," in Evolutionary Computing, AISB Workshop, vol. 865 Lecture Notes in Computer Science, T. C. Fogarty, Ed. Leeds, UK: Springer-Verlag, 115-130. Raymer, M.L., Punch, W.F., Goodman, E.D., Kuhn, L.A.,& Jain, A.K. (2000). Dimensionality reduction using genetic algorithms. IEEE Transactions on Evolutionary Computation, 4(2), 164-171. Ryan, S., Allan, T., Halbert, W.( 1999).Data-snooping, Technical Trading Rule Performance, and the Bootstrap. The Journal of Financial, 54, (5):1647-1692. Parpinelli, R.S., Lopes, H.S., & Freitas, A.A. (2002). Data mining with an ant colony optimization algorithm. IEEE Transactions on Evolutionary Computation, 6(4):321- 332. Whitley, D.(1989). The GENITOR algorithm and selection pressure: Why rank-based allocation of reproductive trials is best, in: D. Schaffer, ed., Proceedings of the third international conference on genetic algorithms (Morgan Kaufmann, San Mateo, California) 116-121. Wikipedia. (2004). Genetic Algorithm. Available from URL: http://en.wikipedia.org/wiki/Genetic_algorithm. Zhou, C., Xiao, W., Tirpak, T. M., & Nelson, P.C. (2003). Evolving accurate and compact classification rules with gene expression programming. IEEE Transactions on Evolutionary Computation, 7(6), 519-531. COPY RIGHT © 2011 Institute of Interdisciplinary Business Research 153
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