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Successful technical trading agents using genetic programming.

Description: Genetic programming (GP) has proved to be a highly versatile and useful tool for identifying relationships in data for which a more precise theoretical construct is unavailable. In this project, we use a GP search to develop trading strategies for agent based economic models. These strategies use stock prices and technical indicators, such as the moving average convergence/divergence and various exponentially weighted moving averages, to generate buy and sell signals. We analyze the effect of complexity constraints on the strategies as well as the relative performance of various indicators. We also present innovations in the classical genetic programming algorithm that appear to improve convergence for this problem. Technical strategies developed by our GP algorithm can be used to control the behavior of agents in economic simulation packages, such as ASPEN-D, adding variety to the current market fundamentals approach. The exploitation of arbitrage opportunities by technical analysts may help increase the efficiency of the simulated stock market, as it does in the real world. By improving the behavior of simulated stock markets, we can better estimate the effects of shocks to the economy due to terrorism or natural disasters.
Date: October 1, 2004
Creator: Othling, Andrew S.; Kelly, John A.; Pryor, Richard J. & Farnsworth, Grant V.
Partner: UNT Libraries Government Documents Department

Preliminary investigation of the delay of turbulent flow separation by means of wedge-shaped bodies

Description: Report presenting an experimental investigation of pyramidal, wedge-like bodies as devices for delaying separation of a turbulent boundary layer. Within certain limits, effective boundary-layer control was obtainable with wedges of different geometry, but the drag of the wedges was high, making it desirable to keep their size to a minimum. Greater maximum lift was obtainable by placing the wedges well forward along the chord and by allowing open spaces between adjacent wedges.
Date: March 1, 1951
Creator: McCullough, George B.; Nitzberg, Gerald E. & Kelly, John A.
Partner: UNT Libraries Government Documents Department