Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely:  employs genetic programming to discover statistical arbitrage strategies on the banking sector in the Euro Stoxx universe. Binary decision rules are evolved using two different representations. The first is the classical single tree approach, while the second is a dual tree structure where evaluation is contingent on the current market position. Hence, buy and sell rules are co-evolved. Both methods are capable of discovering significant statistical arbitrage strategies.
['Philip Saks', 'Dietmar Maringer']
I am writing a research paper on a idea Genetic programming in statistical arbitrage
[{"from": "human", "value": "I am writing a research paper on a idea Genetic programming in statistical arbitrage"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely:  employs genetic programming to discover statistical arbitrage strategies on the banking sector in the Euro Stoxx universe. Binary decision rules are evolved using two different representations. The first is the classical single tree approach, while the second is a dual tree structure where evaluation is contingent on the current market position. Hence, buy and sell rules are co-evolved. Both methods are capable of discovering significant statistical arbitrage strategies."}]