Simone Cirillo

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In this paper we describe a novel implementation of the Interpreter class for the metaheuristic optimization framework HeuristicLab, comparing it with the three existing interpreters provided with the framework. The Interpreter class is an internal software component utilized by HeuristicLab for the evaluation of the symbolic expression trees on which its(More)
We propose a Genetic Programming architecture for the generation of foreign exchange trading strategies. The sys-tem's principal features are the evolution of free-form strategies which do not rely on any prior models and the utilization of price series from multiple instruments as input data. This latter feature constitutes an innovation with respect to(More)
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