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Volumn 2, Issue , 2000, Pages 1459-1466

Genetic programming polynomial models of financial data series

Author keywords

[No Author keywords available]

Indexed keywords

GENETIC PROGRAMMING; STOCK MARKET ANALYSIS; DATA TRANSFORMATION; FINANCIAL DATA; FITNESS FUNCTIONS; FUNCTIONAL MODEL; POLYNOMIAL MODELS; PREDICTIVE MODELS; TOKYO STOCK EXCHANGE;

EID: 0033676168     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (53)

References (15)
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    • Allen, F.1    Karjalainen, R.2
  • 2
    • 84977707376 scopus 로고
    • Simple technical trading rules and the stochastic properties of stock returns
    • Brock,W.A., Lakonishok,J. and LeBaron,B. (1992). Simple Technical Trading Rules and the Stochastic Properties of Stock Returns, Journal of Finance, vol. 47, pp. 1731-1764.
    • (1992) Journal of Finance , vol.47 , pp. 1731-1764
    • Brock, W.A.1    Lakonishok, J.2    Lebaron, B.3
  • 3
    • 84901435518 scopus 로고    scopus 로고
    • Would evolutionary computation help in the design of ANNs in forecasting foreign exchange rates?
    • IEEE Press, NJ
    • Chen,S.-H. and Lu,C.-F. (1999). Would Evolutionary Computation Help in the Design of ANNs in Forecasting Foreign Exchange Rates? In: (Eds.), Proc. 1999 Congress on Evolutionary Computation, CEC99, IEEE Press, NJ, 267-273.
    • (1999) Proc. 1999 Congress on Evolutionary Computation, CEC99 , pp. 267-273
    • Chen, S.-H.1    Lu, C.-F.2
  • 4
    • 0004435285 scopus 로고    scopus 로고
    • An adaptive evolutionary approach to option pricing with GP
    • J.R.Koza, W.Banzhaf, K.Chellapilla, K.Deb, M.Dorigo, D.B.Fogel, M.Garzon, D.Goldberg, H.Iba and R.L.Riolo (Eds.), Morgan Kaufmann Publ., CA
    • Chidambaran,N.K., Jevons Lee,C.J. and Trigueros,J.R. (1998). An Adaptive Evolutionary Approach to Option Pricing with GP. In J.R.Koza, W.Banzhaf, K.Chellapilla, K.Deb, M.Dorigo, D.B.Fogel, M.Garzon, D.Goldberg, H.Iba and R.L.Riolo (Eds.), Genetic Programming 1998: Proc. of the Second Annual Conf. (GP'98), Morgan Kaufmann Publ., CA, 38-41.
    • (1998) Genetic Programming 1998: Proc. of the Second Annual Conf. (GP'98) , pp. 38-41
    • Chidambaran, N.K.1    Jevons Lee, C.J.2    Trigueros, J.R.3
  • 6
    • 0001959496 scopus 로고    scopus 로고
    • The use of parsimonious neural networks for forecasting financial time series
    • Dorsey,R.E. and Sexton,R.S. (1998). The Use of Parsimonious Neural Networks for Forecasting Financial Time Series. Journal of Computational Intelligence in Finance, vol.6N, : 1, pp. 24-31.
    • (1998) Journal of Computational Intelligence in Finance , vol.6 , Issue.1 , pp. 24-31
    • Dorsey, R.E.1    Sexton, R.S.2
  • 11
    • 0002494552 scopus 로고    scopus 로고
    • Automated discovery of polynomials by inductive genetic programming
    • J.M.Zytkow and J.Rauch (Eds.), LNAI-1704, Springer, Berlin
    • Nikolaev,N. and Iba,H. (1999). Automated Discovery of Polynomials by Inductive Genetic Programming, In: J.M.Zytkow and J.Rauch (Eds.), Principles of Data Mining and Knowledge Discovery. Thad European Conf. PKDD '99, LNAI-1704, Springer, Berlin, 451-456.
    • (1999) Principles of Data Mining and Knowledge Discovery. Thad European Conf. PKDD '99 , pp. 451-456
    • Nikolaev, N.1    Iba, H.2
  • 13
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    • The donut problem: Scalability and generalization in genetic programming
    • K.E.Kinnear Jr. (Ed.), The MIT Press, Cambridge, MA
    • Tackett,W.A. and Carmi,A. (1994). The Donut Problem: Scalability and Generalization in Genetic Programming. In: K.E.Kinnear Jr. (Ed.), Advances in Genetic Programming vol.1, The MIT Press, Cambridge, MA, 143-176.
    • (1994) Advances in Genetic Programming , vol.1 , pp. 143-176
    • Tackett, W.A.1    Carmi, A.2
  • 14
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  • 15
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    • Forecasting high-frequency financial time series with evolutionary neural trees: The case of heng-sheng stock market
    • Zhang,B.-T. (1999). Forecasting High-frequency Financial Time Series with Evolutionary Neural Trees: The Case of Heng-Sheng Stock Market. In: Proceedings ICAI'99.
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    • Zhang, B.-T.1


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