EDDIE for investment opportunities forecasting: Extending the search space of the GP

Created by W.Langdon from gp-bibliography.bib Revision:1.4420

  author =       "Michael Kampouridis and Edward Tsang",
  title =        "EDDIE for investment opportunities forecasting:
                 Extending the search space of the GP",
  booktitle =    "IEEE Congress on Evolutionary Computation (CEC 2010)",
  year =         "2010",
  address =      "Barcelona, Spain",
  month =        "18-23 " # jul,
  publisher =    "IEEE Press",
  keywords =     "genetic algorithms, genetic programming",
  isbn13 =       "978-1-4244-6910-9",
  abstract =     "In this paper we present a new version of a GP-based
                 financial forecasting tool called EDDIE. The novelty of
                 this new version (EDDIE 8), is its enlarged search
                 space, where we allow the GP to search in the space of
                 the technical indicators, in order to form its Genetic
                 Decision Trees. In this way, EDDIE 8 is not constrained
                 in using pre-specified indicators, but it is left up to
                 the GP to choose the optimal ones. We then proceed to
                 compare EDDIE 8 with EDDIE 7, which is based on
                 previous EDDIE versions; EDDIE 7 has a smaller space
                 where the indicators are pre-specified by the user and
                 are part of EDDIE 8's space. Results show that thanks
                 to the bigger search space, new and improved solutions
                 can be found by EDDIE 8. However, there are cases where
                 EDDIE 8 can still be outperformed by its predecessor.
                 Analysis shows that this depends on the nature of the
                 solutions. If the solutions come from EDDIE 8's search
                 space, then EDDIE 8 can find them and perform better;
                 if, however, solutions come from the smaller search
                 space of EDDIE 7, then EDDIE 8 is having difficulties
                 focusing in such a small space and is thus outperformed
                 by EDDIE 7.",
  DOI =          "doi:10.1109/CEC.2010.5586094",
  notes =        "WCCI 2010. Also known as \cite{5586094}",

Genetic Programming entries for Michael Kampouridis Edward P K Tsang