Volume 5, Issue 3, June 2012, Pages 530 - 541
Investment Opportunities Forecasting: Extending the Grammar of a GP-based Tool
Authors
Michael Kampouridis, Edward Tsang
Corresponding Author
Michael Kampouridis
Received 6 October 2010, Accepted 14 April 2012, Available Online 1 June 2012.
- DOI
- 10.1080/18756891.2012.696918How to use a DOI?
- Keywords
- Financial Forecasting, Genetic Programming, Genetic Decision Tree, Decision Support Tool
- 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.
- Copyright
- © 2017, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - JOUR AU - Michael Kampouridis AU - Edward Tsang PY - 2012 DA - 2012/06/01 TI - Investment Opportunities Forecasting: Extending the Grammar of a GP-based Tool JO - International Journal of Computational Intelligence Systems SP - 530 EP - 541 VL - 5 IS - 3 SN - 1875-6883 UR - https://doi.org/10.1080/18756891.2012.696918 DO - 10.1080/18756891.2012.696918 ID - Kampouridis2012 ER -