Good News: Using News Feeds with Genetic Programming to Predict Stock Prices

Created by W.Langdon from gp-bibliography.bib Revision:1.4524

  title =        "Good News: Using News Feeds with Genetic Programming
                 to Predict Stock Prices",
  author =       "Fiacc Larkin and Conor Ryan",
  bibdate =      "2008-04-15",
  bibsource =    "DBLP,
  booktitle =    "Proceedings of the 11th European Conference on Genetic
                 Programming, EuroGP 2008",
  address =      "Naples",
  month =        "26-28 " # mar,
  publisher =    "Springer",
  year =         "2008",
  volume =       "4971",
  editor =       "Michael O'Neill and Leonardo Vanneschi and 
                 Steven Gustafson and Anna Isabel {Esparcia Alcazar} and 
                 Ivanoe {De Falco} and Antonio {Della Cioppa} and 
                 Ernesto Tarantino",
  isbn13 =       "978-3-540-78670-2",
  pages =        "49--60",
  series =       "Lecture Notes in Computer Science",
  keywords =     "genetic algorithms, genetic programming",
  DOI =          "doi:10.1007/978-3-540-78671-9_5",
  size =         "12 pages",
  abstract =     "This paper introduces a new data set for use in the
                 financial prediction domain, that of quantified News
                 Sentiment. This data is automatically generated in real
                 time from the Dow Jones network with news stories being
                 classified as either Positive, Negative or Neutral in
                 relation to a particular market or sector of

                 We show that with careful consideration to fitness
                 function and data representation, GP can be used
                 effectively to find non-linear solutions for predicting
                 large intraday price jumps on the S&P 500 up to an hour
                 before they occur. The results show that GP was
                 successfully able to predict stock price movement using
                 these news alone, that is, without access to even
                 current market price.",
  notes =        "Part of \cite{conf/eurogp/2008} EuroGP'2008 held in
                 conjunction with EvoCOP2008, EvoBIO2008 and

Genetic Programming entries for Fiacc Larkin Conor Ryan