A Three-Step Combined Genetic Programming and Neural Networks Method of Forecasting the S\&P/Case-Shiller Home Price Index

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

@Article{journals/ijcia/KaboudanC13,
  author =       "Mak Kaboudan and Mark Conover",
  title =        "A Three-Step Combined Genetic Programming and Neural
                 Networks Method of Forecasting the {S\&P/Case-Shiller}
                 Home Price Index",
  journal =      "International Journal of Computational Intelligence
                 and Applications",
  year =         "2013",
  number =       "1",
  volume =       "12",
  pages =        "1350001",
  month =        mar,
  keywords =     "genetic algorithms, genetic programming, Forecasting
                 home prices, neural networks",
  bibdate =      "2013-04-22",
  bibsource =    "DBLP,
                 http://dblp.uni-trier.de/db/journals/ijcia/ijcia12.html#KaboudanC13",
  URL =          "http://www.worldscientific.com/doi/abs/10.1142/S1469026813500016",
  DOI =          "doi:10.1142/S1469026813500016",
  abstract =     "Forecasts of the San Diego and San Francisco
                 S&P/Case-Shiller Home Price Indices through December
                 2012 are obtained using a multi-agent system that uses
                 January, 2002 to June, 2011 data. Agents employ genetic
                 programming (GP) and neural networks (NN) in a
                 three-stage process to produce fits and forecasts.
                 First, GP and NN compete to provide independent
                 predictions. In the second stage, they cooperate by
                 fitting the first-stage competitor's residuals. Outputs
                 from the first two stages then become inputs to produce
                 two final GP and NN outputs. The NN output from the
                 third stage using the combined method produces improved
                 forecasts over the 3-stage GP method as well as those
                 produced by either method alone. The proposed
                 methodology serves as an example of how combining more
                 than one estimation/forecasting technique may lead to
                 more accurate forecasts.",
}

Genetic Programming entries for Mahmoud A Kaboudan Mark Conover

Citations