1.1

1.2 19882001

(GP)

2.

3.

1.3 1-1 1.2.3.1.2.3.4.5.6.1.2.3.4.1.2.1.2.

2.1 2.1.1 1996

2.1.2 1996

2.2 2-1

2.3

()

1. 2. 19645

598991 (2-2)

2-2

2.4

()

2.5 John Holland

KozaAutomatic Domain-IndependentKoza1992

2.6 2-1 1/3

2-1 2/3

2005 Buy and Hold Buy and Hold 2005 19902004

2-1 3/3

3.1 19882001

19882001

20

3.2 computational intelligenceAI

3.3 3.3.1

Genetic AlogorithmsGAJohn Holland1975 Adaptation in Artificial Systems

3.3.2

3.4 3-4

3.4.1

GPkoza1922HollandAutomaticDomain-Independent

3.4.2 GP

3.4.3

12345

3.4.4 12(1)(2)3(ChenKuo & Shien2002)

4.1 198820011988199819912001

2558114157284524881150557781

4.2 4.2.1 1988-19984-11988-1998

1988-199811010.0794650.01267311020.139169-0.0077612160.1202150.16492513010.1108130.2114713030.1122150.18537313260.1057680.14011814020.0805660.12677816050.027763-0.085920020.045619-0.0349122010.0864970.67524423030.4155170.35223710.0365850.03335226030.009604-0.054152801-0.03934-0.11099

4.2.2 1991-20014-21991-2001

4.2.3 1988-20014-31988-2001

4.3 4.3.11988-19984-41988-1998

1988-199811010.0481320.59938211020.0145070.24657512160.0605850.34877113010.0853310.57778613030.0684890.51920613260.0745680.62429314020.0412270.27892716050.0682130.13373220020.080650.1897822010.05290.51918823030.2608910.71505623710.0758090.25639126030.0735550.37846428010.0871130.536351

4.3.21991-20014-51991-2001

1991-200111010.098290.48688511020.0984420.26911312160.0372380.19945213010.0253490.45450313030.0957570.7168113260.106610.41623114020.0973611.53323916050.1230480.51481920020.0290950.24678922010.0827540.20993623030.2561021.47165623710.0806510.63024726030.0388890.19534728010.0381850.255327

4.3.3 4-61988-2001

1988-19980.077998 0.423136 1991-20010.086269 0.542882 1988-20010.082134 0.483009

5.1 GP5.1.1(GP)1988-19980.0950330.1148731991-2001-0.01294-0.066241988-20010.0410490.024317

5.1.21.1988-19981988-19981101()1102()1605()2002()2201()2303()2371()2603 ()2801()1216()1301 ()1303()1326()1402()1988-19980.0950330.1148730.0198

2.1991-2001 1991-20012801()1101()1102()1216()1301()1303()1326()1402()(1605)2002()2201()2303()2371()2603()1991-2001-0.01294-0.066240.0533

5.1.31.1988-19981991-20011101()1102()1216()1301()1303()1326()1402()(1605)2002()2201 ()2303()2371()2603()2801()

2. 1988-19980.0779980.4231361991-20010.0862690.5428821988-20010.0821340.483009

5.2.

.(ETF)

TheEnd

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