Evolving Gene Expression Programming Classifiers for Ensemble Prediction of Movements on the Stock Market.
Elena BautuAndrei BautuHenri LuchianPublished in: CISIS (2010)
Keyphrases
- ensemble classifier
- gene expression programming
- stock market
- ensemble learning
- financial time series
- ensemble methods
- short term
- base classifiers
- concept drift
- random forest
- stock price
- prediction accuracy
- classification models
- feature selection
- financial data
- fusion method
- genetic programming
- support vector machine
- decision trees
- stock index futures
- weak classifiers
- non stationary
- preprocessing step
- training set
- prediction model
- evolutionary computation
- k nearest neighbor
- multi label classification
- decision making
- neural network