Loading ...
Sorry, an error occurred while loading the content.

Deadline Extension: GECCO 2011 Industrial Challenge (June 6, 2011, 23:59h CEST)

Expand Messages
  • Oliver Flasch
    Our apologies if you receive multiple copies of this call. Please circulate this call among your colleagues and students. ... DEADLINE EXTENSION ... The GECCO
    Message 1 of 2 , Jun 1, 2011
    • 0 Attachment
      Our apologies if you receive multiple copies of this call.
      Please circulate this call among your colleagues and students.

      -------------------------------------------------------------------------------
      DEADLINE EXTENSION
      -------------------------------------------------------------------------------

      The GECCO 2011 Industrial Challenge submission deadline has been extended to:

      __June 6, 2011, 23:59h CEST__

      Repeated/updated submissions are welcome. Please keep in mind that the new deadline is final. Good luck to all participants!


      Kind regards,

      Oliver Flasch
      GECCO 2011 Industrial Challenge Organizing Committee

      -------------------------------------------------------------------------------


      *******************************************************************************
      GECCO 2011: Call for Participation
      INDUSTRIAL CHALLENGE: Optimizing Foreign Exchange Trading Strategies

      2011 GENETIC AND EVOLUTIONARY COMPUTATION CONFERENCE (GECCO-2011)
      July 12-16, Dublin, Ireland
      Sponsored by ACM SIGEVO
      http://www.sigevo.org/gecco-2011
      20th International Conference on Genetic Algorithms (ICGA) and the 16th Annual Genetic Programming Conference (GP)
      One Conference - Many Mini-Conferences, 16 Program Tracks
      *******************************************************************************

      Overview
      ========
      The foreign exchange (FX) market is a financial market for trading currencies to enable international trade and investment. Goal of the GECCO 2011 Industrial Challenge is to find profitable trading strategies for automatic foreign exchange trading. A trading strategy is a function that generates a trading signal based on exchange rate time series data. Trading strategies are scored by cost-corrected profitability and risk. This scoring is based on a representative set of real-world exchange rate time series.
      The challenge is organized in two rounds. In the first round, participants submit the sum of their scores reached on three test data sets supplied. They also submit their executable software together with short report describing their approach. In the second and final round, the ten best submissions of the first round will be ranked by their scores computed on new test data sets collected after the submission date, for the same currency pairs as used in the first round. The winner of the challenge will be the participant with the highest score in the final round.

      Highlights of the GECCO 2011 Industrial Challenge include:
      * Interesting Problem Domain: The FX market, with its complex patterns and behavior, offers a fascinating test case for innovative optimization methods.
      * Real-world Data: Multiple real intraday FX return time series are provided for training and testing trading strategies.
      * Realistic Quality Measurement: Trading strategies are scored using a simple but realistic trading simulator that takes trading costs and risk into account.
      * Fair Submission Assessment: Winners are determined in a second round by simulated trading based on new FX return data sets, rendering accidental overfitting or cheating impossible.

      Important Dates and Contacts
      ============================
      * Software and Data Availability: immediately
      * Challenge Submission Deadline: June 6, 2011, 23:59h CEST
      * Start of Second Round: June 13, 2011
      * GECCO-2011 Conference: July 12-16, 2011
      * Contact: gecco@...-koeln.de

      Submission Guidelines
      =====================
      * Download the Call for Participation in PDF format at http://gociop.de/gecco-2011-industrial-challenge/ .
      * Download the GECCO 2011 IC Resource Package, containing the required datasets, software, and the official rules and regulations at http://gociop.de/gecco-2011-industrial-challenge/ . Please see the file README.txt for further instructions.
      * Please use the GECCO 2011 IC Submission Form at http://gociop.de/http://gociop.de/gecco-2011-industrial-challenge/gecco-2011-industrial-challenge-submission-form/ for sending your submission.

      Organizing Committee and Sponsors
      =================================
      * Oliver Flasch, Cologne University of Applied Sciences
      * Thomas Bartz-Beielstein, Cologne University of Applied Sciences
      * Daniel Bicker, Cologne University of Applied Sciences
      * David Kleimann, Cologne University of Applied Sciences
      * Christian von Strachwitz, Quaesta Capital GmbH
      * Wolfgang Kantschik, DIP Dortmund Intelligence Project GmbH
      * Wolfgang Konen, Cologne University of Applied Sciences
      * Pier Luca Lanzi, Politecnico di Milano
      * Jorn Mehnen, Cranfield University


      GECCO is sponsored by the Association for Computing Machinery Special Interest Group for Genetic and Evolutionary Computation (ACM SIGEVO).
      Title picture copyright by Jaap Steinvoorte (Creative Commons Attribution 2.5 Generic).
    • Daniel Bicker
      Our apologies if you receive multiple copies of this call. Please circulate this call among your colleagues and students. ... DEADLINE EXTENSION ... The GECCO
      Message 2 of 2 , Jun 5, 2011
      • 0 Attachment

        Our apologies if you receive multiple copies of this call.

        Please circulate this call among your colleagues and students.

         

        -------------------------------------------------------------------------------

        DEADLINE EXTENSION

        -------------------------------------------------------------------------------

         

        The GECCO 2011 Industrial Challenge submission deadline has been extended to:

         

        __June 6, 2011, 23:59h CEST__

         

        Repeated/updated submissions are welcome. Please keep in mind that the new deadline is final. Good luck to all participants!

         

         

        Kind regards,

         

        Oliver Flasch

        GECCO 2011 Industrial Challenge Organizing Committee

         

        -------------------------------------------------------------------------------

         

         

        *******************************************************************************

        GECCO 2011: Call for Participation

        INDUSTRIAL CHALLENGE: Optimizing Foreign Exchange Trading Strategies

         

        2011 GENETIC AND EVOLUTIONARY COMPUTATION CONFERENCE (GECCO-2011) July 12-16, Dublin, Ireland Sponsored by ACM SIGEVO

        http://www.sigevo.org/gecco-2011

        20th International Conference on Genetic Algorithms (ICGA) and the 16th Annual Genetic Programming Conference (GP) One Conference - Many Mini-Conferences, 16 Program Tracks

        *******************************************************************************

         

        Overview

        ========

        The foreign exchange (FX) market is a financial market for trading currencies to enable international trade and investment. Goal of the GECCO 2011 Industrial Challenge is to find profitable trading strategies for automatic foreign exchange trading. A trading strategy is a function that generates a trading signal based on exchange rate time series data. Trading strategies are scored by cost-corrected profitability and risk. This scoring is based on a representative set of real-world exchange rate time series.

        The challenge is organized in two rounds. In the first round, participants submit the sum of their scores reached on three test data sets supplied. They also submit their executable software together with short report describing their approach. In the second and final round, the ten best submissions of the first round will be ranked by their scores computed on new test data sets collected after the submission date, for the same currency pairs as used in the first round. The winner of the challenge will be the participant with the highest score in the final round.

         

        Highlights of the GECCO 2011 Industrial Challenge include:

        * Interesting Problem Domain: The FX market, with its complex patterns and behavior, offers a fascinating test case for innovative optimization methods.

        * Real-world Data: Multiple real intraday FX return time series are provided for training and testing trading strategies.

        * Realistic Quality Measurement: Trading strategies are scored using a simple but realistic trading simulator that takes trading costs and risk into account.

        * Fair Submission Assessment: Winners are determined in a second round by simulated trading based on new FX return data sets, rendering accidental overfitting or cheating impossible.

         

        Important Dates and Contacts

        ============================

        * Software and Data Availability: immediately

        * Challenge Submission Deadline: June 6, 2011, 23:59h CEST

        * Start of Second Round: June 13, 2011

        * GECCO-2011 Conference: July 12-16, 2011

        * Contact: gecco@...-koeln.de

         

        Submission Guidelines

        =====================

        * Download the Call for Participation in PDF format at http://gociop.de/gecco-2011-industrial-challenge/ .

        * Download the GECCO 2011 IC Resource Package, containing the required datasets, software, and the official rules and regulations at http://gociop.de/gecco-2011-industrial-challenge/ . Please see the file README.txt for further instructions.

        * Please use the GECCO 2011 IC Submission Form at http://gociop.de/http://gociop.de/gecco-2011-industrial-challenge/gecco-2011-industrial-challenge-submission-form/ for sending your submission.

        Organizing Committee and Sponsors

        =================================

        * Oliver Flasch, Cologne University of Applied Sciences

        * Thomas Bartz-Beielstein, Cologne University of Applied Sciences

        * Daniel Bicker, Cologne University of Applied Sciences

        * David Kleimann, Cologne University of Applied Sciences

        * Christian von Strachwitz, Quaesta Capital GmbH

        * Wolfgang Kantschik, DIP Dortmund Intelligence Project GmbH

        * Wolfgang Konen, Cologne University of Applied Sciences

        * Pier Luca Lanzi, Politecnico di Milano

        * Jorn Mehnen, Cranfield University

         

         

        GECCO is sponsored by the Association for Computing Machinery Special Interest Group for Genetic and Evolutionary Computation (ACM SIGEVO).

        Title picture copyright by Jaap Steinvoorte (Creative Commons Attribution 2.5 Generic).

         

         

      Your message has been successfully submitted and would be delivered to recipients shortly.