An in-depth investigation of genetic programming and nine other machine learning algorithms in a financial forecasting problem.
Xinpeng LongMichael KampouridisDelaram JarchiPublished in: CEC (2022)
Keyphrases
- financial forecasting
- machine learning algorithms
- genetic programming
- benchmark data sets
- learning algorithm
- decision trees
- machine learning
- computational finance
- evolutionary computation
- fitness function
- learning problems
- machine learning methods
- learning tasks
- evolutionary algorithm
- learning models
- genetic algorithm
- random forests
- classification rules
- machine learning approaches
- neural network
- standard machine learning algorithms
- multiple kernel learning
- trading systems
- pairwise