Investment Opportunities Forecasting: Extending the Grammar of a GP-based Tool

被引：14

作者：

Kampouridis, Michael ^{[1
]}

Tsang, Edward ^{[2
]}

机构：

[1] Univ Essex, Sch Comp Sci & Elect Engn, Colchester CO4 3SQ, Essex, England

[2] Univ Essex, Ctr Computat Finance & Econ Agents, Colchester CO4 3SQ, Essex, England

来源：

INTERNATIONAL JOURNAL OF COMPUTATIONAL INTELLIGENCE SYSTEMS | 2012年 / 5卷 / 03期

基金：

英国工程与自然科学研究理事会;

关键词：

Financial Forecasting; Genetic Programming; Genetic Decision Tree; Decision Support Tool; ARTIFICIAL NEURAL-NETWORKS; SUPPORT VECTOR MACHINES; PREDICTION; DISCOVERY;

D O I：

10.1080/18756891.2012.696918

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

In this paper we present a new version of a GP financial forecasting tool, called EDDIE 8. The novelty of this version is that it allows the GP to search in the space of indicators, instead of using pre-specified ones. We compare EDDIE 8 with its predecessor, EDDIE 7, and find that new and improved solutions can be found. Analysis also shows that, on average, EDDIE 8's best tree performs better than the one of EDDIE 7. The above allows us to characterize EDDIE 8 as a valuable forecasting tool.

引用

页码：530 / 541

页数：12

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