4 citations · 13 across the 4 of their papers we have counts for
4 papers
Empirical investigation of state-of-the-art mean reversion strategies for equity markets
Seung-Hyun Moon, Yong-Hyuk Kim, Byung-Ro Moon
Recent studies have shown that online portfolio selection strategies that exploit the mean reversion property can achieve excess return from equity markets. This paper empirically…
The Evolution of Neural Network-Based Chart Patterns: A Preliminary Study
Myoung Hoon Ha, Byung-Ro Moon
A neural network-based chart pattern represents adaptive parametric features, including non-linear transformations, and a template that can be applied in the feature space. The sea…
Mathematical Interpretation between Genotype and Phenotype Spaces and Induced Geometric Crossovers
Yourim Yoon, Yong-Hyuk Kim, Alberto Moraglio +1
In this paper, we present that genotype-phenotype mapping can be theoretically interpreted using the concept of quotient space in mathematics. Quotient space can be considered as m…
A Mathematical Unification of Geometric Crossovers Defined on Phenotype Space
Yourim Yoon, Yong-Hyuk Kim, Alberto Moraglio +1
Geometric crossover is a representation-independent definition of crossover based on the distance of the search space interpreted as a metric space. It generalizes the traditional…