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Investment Opportunities Forecasting: Extending the Grammar of a GP-based Tool

Kampouridis, Michael, Tsang, Edward (2012) Investment Opportunities Forecasting: Extending the Grammar of a GP-based Tool. International Journal of Computational Intelligence Systems, 5 (3). pp. 530-541. ISSN 1875-6891. E-ISSN 1875-6883. (doi:10.1080/18756891.2012.696918)

Abstract

In this paper we present a new version of a GP financial forecasting tool, called EDDIE 8. The novelty of this version is that it allows the GP to search in the space of indicators, instead of using pre-specified ones. We compare EDDIE 8 with its predecessor, EDDIE 7, and find that new and improved solutions can be found. Analysis also shows that, on average, EDDIE 8's best tree performs better than the one of EDDIE 7. The above allows us to characterize EDDIE 8 as a valuable forecasting tool.

Item Type: Article
DOI/Identification number: 10.1080/18756891.2012.696918
Subjects: Q Science > Q Science (General) > Q335 Artificial intelligence
Divisions: Faculties > Sciences > School of Computing > Data Science
Depositing User: Michael Kampouridis
Date Deposited: 12 Jun 2014 00:57 UTC
Last Modified: 29 May 2019 12:40 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/41394 (The current URI for this page, for reference purposes)
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