Genetic Programming for Financial Time Series Prediction.
Massimo SantiniAndrea TettamanziPublished in: EuroGP (2001)
Keyphrases
- genetic programming
- financial forecasting
- evolutionary computation
- fitness function
- non stationary
- artificial neural networks
- classification rules
- neuro fuzzy
- evolutionary algorithm
- function approximation
- gene expression programming
- symbolic regression
- regression problems
- neural network model
- decision making
- genetic algorithm
- grammar guided genetic programming
- financial markets
- stock market
- evolutionary approaches
- risk management
- hyper heuristics
- recurrent neural networks
- data mining
- stock price
- ls svm
- fraud detection
- multivariate time series
- financial data
- prediction model
- moving average
- financial services