Stock Market Prediction Using Multi Expression Programming

Created by W.Langdon from gp-bibliography.bib Revision:1.3872

@InProceedings{grosan-stock,
  author =       "Crina Grosan and Ajith Abraham and Vitorino Ramos and 
                 Sang Yong Han",
  title =        "Stock Market Prediction Using Multi Expression
                 Programming",
  booktitle =    "ALEA-05, Workshop on Artificial Life and Evolutionary
                 Algorithms at EPIA'05 - Proc. of the 12th Portuguese
                 Conference on Artificial Intelligence",
  year =         "2005",
  editor =       "C. Bento and A. Cardoso and G. Dias",
  pages =        "73--78",
  address =      "Covilha, Portugal",
  keywords =     "genetic algorithms, genetic programming, Stock Market
                 Prediction, Multi Expression Programming, Nasdaq-100,
                 CNX NIFTY stock index",
  URL =          "http://www.cs.ubbcluj.ro/~cgrosan/alea.pdf",
  URL =          "http://alfa.ist.utl.pt/~cvrm/staff/vramos/Vramos-EPIA05.pdf",
  size =         "6 pages",
  abstract =     "The use of intelligent systems for stock market
                 predictions has been widely established. In this paper,
                 we introduce a genetic programming technique (called
                 Multi-Expression Programming) for the prediction of two
                 stock indices. The performance is then compared with an
                 Artificial Neural Network trained using
                 Levenberg-Marquardt algorithm, Support Vector Machine,
                 Takagi-Sugeno Neuro-Fuzzy model and Difference Boosting
                 Neural Network. We considered Nasdaq-100 index of
                 Nasdaq Stock MarketSM and the S and P CNX NIFTY stock
                 index as test data.",
  notes =        "

                 ALEA Workshop held in conjunction with Progress in
                 Artificial Intelligence, 12th Portuguese Conference on
                 Artificial Intelligence, EPIA 2005, Covilha, Portugal,
                 December 5-8, 2005, Proceedings, Springer, LNCS 3808,
                 isbn 3-540-30737-0.",
}

Genetic Programming entries for Crina Grosan Ajith Abraham Vitorino Ramos Sang Yong Han

Citations