A Search for Hidden Relationships: Data Mining with Genetic Algorithms

Computational Economics

Volumn 10, Issue 3, 1997, Pages 267-277

  Szpiro, George G ^a,b  

^a Israeli Center for Academic Studies   (Israel)

^b NONE   (Israel)

Author keywords

Data mining; Forecasting; Genetic algorithms

Indexed keywords

EID: 0001163873     PISSN: 09277099     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008673309609     Document Type: Article

References (13)

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10. LeBaron, B. (1993). 'Nonlinear diagnostics and simple trading rules for high-frequency foreign exchange rates', in Weigend and Gerschenfeld (eds.), Time series prediction: Forecasting the future and understanding the past, Santa Fe Institute, Addison-Wesley, Reading, Mass.
11. Palmer, R.G., Arthur, W.B., Holland, J.H., LeBaron, B. and Taylor, P. (1994). 'Artificial economic life: a simple model of a stockmarket', Physica D, 75, 264.
12. Scheinkman, J.A. and LeBaron, B. (1989). 'Nonlinear dynamics and stock returns', J. of Business, 62, 311-338.
13. Szpiro, G.G. (1997). 'Forecasting chaotic time series with genetic algorithms', Phys. Rev. E, 55, 2557-2568.