Using Attribute Construction to Improve the Predictability of a GP Financial Forecasting Algorithm

Created by W.Langdon from gp-bibliography.bib Revision:1.3973

@InProceedings{Kampouridis:2013:TAAI,
  author =       "Michael Kampouridis and Fernando E. B. Otero",
  title =        "Using Attribute Construction to Improve the
                 Predictability of a GP Financial Forecasting
                 Algorithm",
  booktitle =    "Conference on Technologies and Applications of
                 Artificial Intelligence (TAAI 2013)",
  year =         "2013",
  month =        "6-8 " # dec,
  pages =        "55--60",
  keywords =     "genetic algorithms, genetic programming, EDDIE,
                 attribute construction, financial forecasting",
  DOI =          "doi:10.1109/TAAI.2013.24",
  abstract =     "Financial forecasting is an important area in
                 computational finance. EDDIE 8 is an established
                 Genetic Programming financial forecasting algorithm,
                 which has successfully been applied to a number of
                 international datasets. The purpose of this paper is to
                 further increase the algorithm's predictive
                 performance, by improving its data space
                 representation. In order to achieve this, we use
                 attribute construction to create new (high-level)
                 attributes from the original (low-level) attributes. To
                 examine the effectiveness of the above method, we test
                 the extended EDDIE's predictive performance across 25
                 datasets and compare it to the performance of two
                 previous EDDIE algorithms. Results show that the
                 introduction of attribute construction benefits the
                 algorithm, allowing EDDIE to explore the use of new
                 attributes to improve its predictive accuracy.",
  notes =        "Also known as \cite{6783843}",
}

Genetic Programming entries for Michael Kampouridis Fernando Esteban Barril Otero

Citations