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 Jones Prediction”. The approach is substantially driven by the rules of that competition, and is characterized by individuals being made up of multiple GP expressions and specific genetic operators.
Genetic programming for financial time series prediction / M. SANTINI, A. TETTAMANZI - In: Genetic Programming : 4th European Conference, EuroGP 2001, Lake Como, Italy, April 18-20, 2001 : Proceedings / [a cura di] J. Miller [et al.]. - Berlin : Springer, 2001. - ISBN 9783540418993. - pp. 361-370 (( Intervento presentato al 4. convegno European Conference on Genetic Programming (EuroGP) tenutosi a Lake Como, Italy nel 2001.
Genetic programming for financial time series prediction
M. SANTINIPrimo
;A. TETTAMANZIUltimo
2001
Abstract
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 Jones Prediction”. The approach is substantially driven by the rules of that competition, and is characterized by individuals being made up of multiple GP expressions and specific genetic operators.
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