Evolving Seasonal Forecasting Models with Genetic Programming in the Context of Pricing Weather-Derivatives.
Alexandros AgapitosMichael O'NeillAnthony BrabazonPublished in: EvoApplications (2012)
Keyphrases
- genetic programming
- evolutionary algorithm
- fitness function
- symbolic regression
- evolutionary computation
- higher order
- contextual information
- grammar guided genetic programming
- gene expression programming
- weather conditions
- regression problems
- short term
- long term
- genetic algorithm
- context aware
- open source
- multi agent systems
- decision trees