The egyptian stock market return prediction: a genetic programming approach

Created by W.Langdon from gp-bibliography.bib Revision:1.4333

  author =       "M. E. El-Telbany",
  title =        "The egyptian stock market return prediction: a genetic
                 programming approach",
  booktitle =    "International Conference on Electrical, Electronic and
                 Computer Engineering, ICEEC-04",
  year =         "2004",
  editor =       "Abdel-Moniem Wahdan and Ahmed Amer and Hani Fikry and 
                 Ashraf Salem",
  pages =        "161--164",
  address =      "Ain Shams University, Cairo, Egypt",
  month =        "5-7 " # sep,
  keywords =     "genetic algorithms, genetic programming, Application
                 software, Consumer electronics, Data mining, Economic
                 forecasting, Electronic mail, Investments, Neural
                 networks, Predictive models, Stock markets",
  DOI =          "doi:10.1109/ICEEC.2004.1374410",
  size =         "4 pages",
  abstract =     "Applications of learning algorithms in knowledge
                 discovery are promising and relevant area of research.
                 It is offering new possibilities and benefits in
                 real-world applications, helping us understand better
                 mechanisms of our own methods of knowledge acquisition.
                 Genetic programming as learning algorithm posses
                 certain advantages that make it suitable for
                 forecasting and mining the financial data. Especially
                 the stock time series have a large number of specific
                 properties that together makes the prediction task
                 unusual. This paper presents the results of using
                 genetic programming to forecast the Egyptian Sock
                 Market return. Experiments results demonstrate the
                 capability of genetic programming to predict accurate
                 results, comparable to traditional machine learning
                 algorithms i.e., neural networks.",
  notes =        "details from ieee",

Genetic Programming entries for M E El-Telbany