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Genetics algorithm as artificial intelligence in algorithmic trading

(Last Updated On: May 4, 2011)

Genetics algorithm as artificial intelligence in algorithmic trading

I’m developing simple genetic model which generates algorithm as a result of phenotype creation. Have question: is there a language suitable for randomly generated programs?

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We would need to know more about the control structures, and data to be modeled to order make a recommendation. Prolog is a good choice; relation oriented. STRIPS may help if you have state based logic. Python would be my first choice, but again AI programmers should model the solution as closely to the problem domain, so another more specialized lang may be required

General purpose languages are designed to be support program development in any domain. Great for a language but very poor for defining a search space. If you restrict the grammar then you will restrict the search space. If you can determine the functionality you want to allow then you can define your own language, either as a subset of an existing language or as a completely domain specific language. Good tools exist to define and generate compilers. I have used this approach myself before and by designing the phenotype related to the new grammar made for a much better search space

Lisp (and derivatives).

Well, the obvious choice for this would be Common Lisp, since it can easily treat data as code, and vice versa

It sounds like you need a devo and runtime system that is both introspective and reflective as well as late bound… Lisp and its dynamic kin are a good fit…

I recommend a look at genetic programming,http://en.wikipedia.org/wiki/Genetic_programming .

If you are expert in C then its the best one. MATLAB is another alternative. Which framework for GA are you using?

• All GA frameworks that I saw are not familiar with random programming. That why I’m using pure Java with set of open-source frameworks: spring, apache-commons-*.
About presentation of chromosome in native language – thank you for URL – looks like LISP is more suitable for such things

 

 

I would look at Patrick Burns site. http://www.burns-stat.com/pages/Tutor/genetic.html. He has written some code to implement GAs that works in R.

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

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