Predicting currency exchange rates by genetic programming with trigonometric functions and high-order statistics

GECCO 2006 - Genetic and Evolutionary Computation Conference

Volumn 1, Issue , 2006, Pages 955-956

  Schwaerzel, Roy ^a   Bylander, Tom ^a  

^a University of Texas at San Antonio   (United States)

Author keywords

Finance; Genetic Programming; High Order Statistical Function Set; Prediction Forecasting; Time Series Analysis; Trigonometric Function Set

Indexed keywords

FINANCE; FORECASTING; FUNCTION EVALUATION; MATHEMATICAL MODELS; MATHEMATICAL PROGRAMMING; STATISTICAL MECHANICS; TIME SERIES ANALYSIS;

GENETIC PROGRAMMING; HIGH ORDER STATISTICAL FUNCTION SET; TRIGONOMETRIC FUNCTION SETS;

GENETIC ALGORITHMS;

EID: 33750277171     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/1143997.1144167     Document Type: Conference Paper

References (3)

1. Iba, H. and Sasaki, T. Using Genetic Programming to Predict Financial Data. In Proceedings of the 1999 Congress on Evolutionary Computation, CEC99, IEEE Press, Piscataway, NY, 1999, 244-251.
2. Chen, Shu-Heng (ed.) Genetic Algorithms and Genetic Programming in Computational Finance, Boston, MA, Kluwer, 2002.
3. Weinbrenner, T. "GPC++ - Genetic Programming C++ Class Library", Institute for Mechatronics, Technical University of Darmstadt, Germany, 1997.