Genetic programming for financial time series prediction

M Santini, A Tettamanzi - European conference on genetic programming, 2001 - Springer
This paper describes an application of genetic programming to forecasting financial markets
that allowed the authors to rank first in a competition organized within the CEC2000 on “Dow …

Towards the automatic evolutionary prediction of the FOREX market behaviour

K Slany - 2009 International Conference on Adaptive and …, 2009 - ieeexplore.ieee.org
In this paper a self-adapting architecture for FOREX market prediction, which is being
developed, is described. The proposed system utilizes genetic programming (GP) for …

Comparison of dt& gbdt algorithms for predictive modeling of currency exchange rates

MYA Alsaleem, SO Hasoon - Physics and Engineering, 2020 - papers.ssrn.com
Recently, many uses of artificial intelligence have appeared in the commercial field. Artificial
intelligence allows computers to analyze very large amounts of information and data, reach …

[PDF][PDF] Soft computing applications in actuarial science

AF Shapiro - Obtenido de http://www. soa. org, 2001 - soa.org
The purpose of this article is to provide an overview of soft computing applications in
actuarial science. Soft computing (SC) refers to modes of computing in which precision is …

Combination of forecasts: a bibliography

G Trenkler, B Gotu - 1998 - econstor.eu
During the past thirty years, there has been considerable concern about combination of
forecasts. Many of the articles and books dedicated to this specific area explain and …

Reversibility in monadic algebras and automata

Z Bavel, DE Muller - … on Switching Circuit Theory and Logical …, 1965 - ieeexplore.ieee.org
If we regard reversibility (in the intuitive sense) as the ability to return to a previous state,
monadic algebras possess varying types and degrees of reversibility. In this paper, we …

Incremental adaptation of resource-allocating network for non-stationary time series

MC Chan, CC Fung - IJCNN'99. International Joint Conference …, 1999 - ieeexplore.ieee.org
A major restriction on a traditional artificial neural network (ANN) is the approximation
capability will be frozen after the completion of the training process. This results in a gradual …

[BOOK][B] Techniques and software for development and evaluation of trading strategies

T Hellström - 2001 - people.cs.umu.se
Abstract Dear Sir or Madam will you read my book It took me years to write, will you take a
look Paperback Writer, Lennon/McCartney This thesis deals with the analysis and …

The TAR-GARCH Models with Application to Financial Time Series

M Osińska, M Witkowski - Dynamic Econometric Models, 2004 - bazekon.icm.edu.pl
In the presented paper the class of TAR-GARCH models is used to describe both a
conditional mean due to regimes given by threshold parameters and a conditional variance …

Identification of investor's risk aversion in portfolio optimization

AV Gretchikha - Journal of Risk, 1999 - ideas.repec.org
Portfolio optimization requires investor's risk aversion to be specified. Without efficient
procedures for identifying risk aversion in practical situations, investors can overexpose …