@inbook {IOPORT.01706202,
    author       = {O'Neill, Michael and Brabazon, Anthony and Ryan, Conor and Collins, J.J.},
    title        = {Evolving market indexing trading rules using grammatical evolution.},
    year         = {2001},
    booktitle    = {Applications of evolutionary computing. Evo Workshops 2001: EvoCOP, EvoFlight, EvoIASP, EvoLearn, and EvoSTIM, Como, Italy, April 18--20, 2001. Proceedings},
    isbn         = {3-540-41920-9},
    pages        = {343-352},
    publisher    = {Berlin: Springer},
    abstract     = {Summary: This study examines the potential of an evolutionary automatic programming methodology to uncover a series of useful technical trading rules for the UK FTSE 100 stock index. Index values for the period 26/4/1984 to 4/12/1997 are used to train and test the model. The preliminary findings indicate that the methodology has much potential, outperforming the benchmark strategy adopted.},
    identifier   = {01706202},
}