메뉴 건너뛰기




Volumn 11, Issue 12, 2007, Pages 1173-1183

Comparing extended classifier system and genetic programming for financial forecasting: An empirical study

Author keywords

Extended classifier system; Genetic programming; Learning classifier system; Machine learning

Indexed keywords

ARTIFICIAL INTELLIGENCE; FUZZY LOGIC; GENETIC ALGORITHMS; GENETIC PROGRAMMING; GLOBAL OPTIMIZATION; KNOWLEDGE BASED SYSTEMS;

EID: 34547875056     PISSN: 14327643     EISSN: 14337479     Source Type: Journal    
DOI: 10.1007/s00500-007-0161-3     Document Type: Article
Times cited : (8)

References (27)
  • 1
    • 0037361782 scopus 로고    scopus 로고
    • Symbolic and numerical regression: Experiments and applications
    • Davidson JW, Savic DA, Walters GA (2003) Symbolic and numerical regression: Experiments and applications. Inf Sci 150(1/2):95-117
    • (2003) Inf Sci , vol.150 , Issue.1-2 , pp. 95-117
    • Davidson, J.W.1    Savic, D.A.2    Walters, G.A.3
  • 4
    • 0032167364 scopus 로고    scopus 로고
    • A hybrid intelligent system for predicting bank holding structures
    • Hashemi RR, Blanc LA, Rucks CT, Rajaratnam A (1998) A hybrid intelligent system for predicting bank holding structures. Eur J Oper Res 109:390-402
    • (1998) Eur J Oper Res , vol.109 , pp. 390-402
    • Hashemi, R.R.1    Blanc, L.A.2    Rucks, C.T.3    Rajaratnam, A.4
  • 6
    • 0001666176 scopus 로고
    • Cognitive systems based on adaptive algorithms
    • In: Waterman DA, Hayes-Roth F (eds) Academic, New York
    • Holland JH, Reitman JS (1978) Cognitive systems based on adaptive algorithms. In: Waterman DA, Hayes-Roth F (eds) Pattern directed interference systems. Academic, New York, pp 313-329
    • (1978) Pattern Directed Interference Systems , pp. 313-329
    • Holland, J.H.1    Reitman, J.S.2
  • 7
    • 4244087326 scopus 로고    scopus 로고
    • Evolution-assisted discovery of sentinel features in epidemiologic surveillance
    • PhD Thesis, Drexel University, Philadelphia
    • Holmes JH (1996) Evolution-assisted discovery of sentinel features in epidemiologic surveillance. PhD Thesis, Drexel University, Philadelphia
    • (1996)
    • Holmes, J.H.1
  • 13
    • 4544227309 scopus 로고    scopus 로고
    • Using a fuzzy approach to support financial analysis in the corporate acquisition process
    • McIvor RT, McCloskey AG, Humphreys PK, Maguire LP (2004) Using a fuzzy approach to support financial analysis in the corporate acquisition process. Expert Syst Appl 27:533-547
    • (2004) Expert Syst Appl , vol.27 , pp. 533-547
    • McIvor, R.T.1    McCloskey, A.G.2    Humphreys, P.K.3    Maguire, L.P.4
  • 14
    • 11244275546 scopus 로고    scopus 로고
    • Using genetic algorithm to support portfolio optimization for index fund management
    • Oh KJ, Kim TY, Min S (2005) Using genetic algorithm to support portfolio optimization for index fund management. Expert Syst Appl 28:371-379
    • (2005) Expert Syst Appl , vol.28 , pp. 371-379
    • Oh, K.J.1    Kim, T.Y.2    Min, S.3
  • 15
    • 33744584654 scopus 로고
    • Induction of decision tree
    • Quinlan J (1986) Induction of decision tree. Mach Learn 1:81-106
    • (1986) Mach Learn , vol.1 , pp. 81-106
    • Quinlan, J.1
  • 16
    • 2042548649 scopus 로고    scopus 로고
    • Comparing Learning classifier systems and genetic programming: A case study
    • Sette S, Wyns B, Boullart L (2004) Comparing Learning classifier systems and genetic programming: A case study. Eng Appl Artif Intell 17(2):199-204
    • (2004) Eng Appl Artif Intell , vol.17 , Issue.2 , pp. 199-204
    • Sette, S.1    Wyns, B.2    Boullart, L.3
  • 17
    • 0037411407 scopus 로고    scopus 로고
    • Combining both ensemble and dynamic classifier selection schemes for prediction of mobile internet subscribers
    • Shin HW, Sohn SY (2003) Combining both ensemble and dynamic classifier selection schemes for prediction of mobile internet subscribers. Expert Syst Appl 25:63-68
    • (2003) Expert Syst Appl , vol.25 , pp. 63-68
    • Shin, H.W.1    Sohn, S.Y.2
  • 18
    • 0008137816 scopus 로고    scopus 로고
    • An introduction to anticipatory classifier systems
    • Stolzmann W (2000) An introduction to anticipatory classifier systems. Lect Notes Artif Intell 1813:175-194
    • (2000) Lect Notes Artif Intell , vol.1813 , pp. 175-194
    • Stolzmann, W.1
  • 19
    • 0000717714 scopus 로고
    • Some new filter rule test: Methods and results
    • Sweency RJ (1988) Some new filter rule test: Methods and results. J Financ Quant Anal 23:285-300
    • (1988) J Financ Quant Anal , vol.23 , pp. 285-300
    • Sweency, R.J.1
  • 20
    • 21144478154 scopus 로고
    • Trading equity index futures with a neural network
    • Trippi RR, Desieno D (1992) Trading equity index futures with a neural network. J Portf Manage Fall 19:27-33
    • (1992) J Portf Manage Fall , vol.19 , pp. 27-33
    • Trippi, R.R.1    Desieno, D.2
  • 21
    • 2442674367 scopus 로고    scopus 로고
    • EDDIE - Automation, a decision support tool for financial forecasting
    • Tsang PK, Li YJ (2004) EDDIE - automation, a decision support tool for financial forecasting. Decis Support Syst 37:559-565
    • (2004) Decis Support Syst , vol.37 , pp. 559-565
    • Tsang, P.K.1    Li, Y.J.2
  • 22
    • 0037213698 scopus 로고    scopus 로고
    • Mining stock price using fuzzy rough set system
    • Wang YF (2003) Mining stock price using fuzzy rough set system. Expert Syst Appl 24:13-23
    • (2003) Expert Syst Appl , vol.24 , pp. 13-23
    • Wang, Y.F.1
  • 23
    • 0002447833 scopus 로고
    • ZCS: A zeroth level classifier system
    • Wilson SW (1994) ZCS: A zeroth level classifier system. Evol Comput 2(1):1-18
    • (1994) Evol Comput , vol.2 , Issue.1 , pp. 1-18
    • Wilson, S.W.1
  • 24
    • 0342496173 scopus 로고    scopus 로고
    • Rule strength based on accuracy
    • Wilson SW (1996) Rule strength based on accuracy. Evol Comput 3(2):143-175
    • (1996) Evol Comput , vol.3 , Issue.2 , pp. 143-175
    • Wilson, S.W.1
  • 26
    • 0000868331 scopus 로고
    • Induction of fuzzy decision trees
    • Yuan Y, Shaw MJ (1995) Induction of fuzzy decision trees. Fuzzy Sets Syst 69:125-139
    • (1995) Fuzzy Sets Syst , vol.69 , pp. 125-139
    • Yuan, Y.1    Shaw, M.J.2
  • 27
    • 2442688288 scopus 로고    scopus 로고
    • Genetic programming in classifying large-scale data: An ensemble method
    • Zhang Y, Bhattacharyya S (2004) Genetic programming in classifying large-scale data: An ensemble method. Inf Sci 163(1/3): 85-101
    • (2004) Inf Sci , vol.163 , Issue.1-3 , pp. 85-101
    • Zhang, Y.1    Bhattacharyya, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.