Optimizing a Pseudo Financial Factor Model with Support Vector Machines and Genetic Programming.
Matthew ButlerVlado KeseljPublished in: Canadian Conference on AI (2009)
Keyphrases
- genetic programming
- financial forecasting
- fitness function
- evolutionary computation
- evolutionary algorithm
- symbolic regression
- gene expression programming
- classification rules
- genetic algorithm
- evolutionary approaches
- multi objective
- grammar guided genetic programming
- database
- financial data
- financial markets
- regression problems
- stock price
- stock market
- fuzzy logic
- decision making
- fraud detection
- risk management
- website
- portfolio optimization
- knowledge base
- financial crisis
- information systems
- grammatical evolution
- artificial intelligence