Forecasting Market Indices Using Evolutionary Automatic Programming

A Case Study
  • Michael O’Neill
  • Anthony Brabazon
  • Conor Ryan


This study examines the potential of an evolutionary automatic programming methodology, Grammatical Evolution, to uncover a series of useful technical trading rules for market indices. A number of markets are analysed; these are the UK’s FTSE, Japan’s Nikkei, and the German DAX. The preliminary findings indicate that the methodology has much potential.


Evolutionary Automatic Programming Grammatical Evolution Market Indices Technical Trading Rules FTSE DAX Nikkei 


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Copyright information

© Springer Science+Business Media New York 2002

Authors and Affiliations

  • Michael O’Neill
    • 1
  • Anthony Brabazon
    • 2
  • Conor Ryan
    • 1
  1. 1.University of LimerickIreland
  2. 2.University College DublinIreland

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