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Multi-objective genetic programming-based algorithmic trading, using directional changes and a modified sharpe ratio score for identifying optimal trading strategies.

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Title: Multi-objective genetic programming-based algorithmic trading, using directional changes and a modified sharpe ratio score for identifying optimal trading strategies.
Authors: Long, Xinpeng1, xl19586@essex.ac.uk, Kampouridis, Michael1, mkampo@essex.ac.uk, Papastylianou, Tasos1, tasos.papastylianou@essex.ac.uk
Source: Artificial Intelligence Review; Feb2026, Vol. 59 Issue 2, p1-45, 45p
Database: Applied Science & Technology Source
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Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 190749846
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PubType: Academic Journal
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  Data: Multi-objective genetic programming-based algorithmic trading, using directional changes and a modified sharpe ratio score for identifying optimal trading strategies.
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  Data: <searchLink fieldCode="AU" term="%22Long%2C+Xinpeng%22">Long, Xinpeng</searchLink><relatesTo>1</relatesTo>, <i>xl19586@essex.ac.uk</i><br /><searchLink fieldCode="AU" term="%22Kampouridis%2C+Michael%22">Kampouridis, Michael</searchLink><relatesTo>1</relatesTo>, <i>mkampo@essex.ac.uk</i><br /><searchLink fieldCode="AU" term="%22Papastylianou%2C+Tasos%22">Papastylianou, Tasos</searchLink><relatesTo>1</relatesTo>, <i>tasos.papastylianou@essex.ac.uk</i>
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  Data: <searchLink fieldCode="JN" term="%22Artificial+Intelligence+Review%22">Artificial Intelligence Review</searchLink>; Feb2026, Vol. 59 Issue 2, p1-45, 45p
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=190749846
RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1007/s10462-025-11390-9
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      – Code: eng
        Text: English
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        PageCount: 45
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      – TitleFull: Multi-objective genetic programming-based algorithmic trading, using directional changes and a modified sharpe ratio score for identifying optimal trading strategies.
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            NameFull: Long, Xinpeng
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            NameFull: Kampouridis, Michael
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            NameFull: Papastylianou, Tasos
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            – D: 01
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              Text: Feb2026
              Type: published
              Y: 2026
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              Value: 59
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            – TitleFull: Artificial Intelligence Review
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