Good news: Using news feeds with genetic programming to predict stock prices

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 4971 LNCS, Issue , 2008, Pages 49-60

  Larkin, Fiacc ^a   Ryan, Conor ^a  

^a UNIVERSITY OF LIMERICK   (Ireland)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER PROGRAMMING; FORECASTING; FUNCTION EVALUATION; GENETIC ALGORITHMS; GENETIC PROGRAMMING;

AUTOMATICALLY GENERATED; DATA REPRESENTATIONS; DATA SETS; DOW JONES (CO); EUROPEAN; FINANCIAL PREDICTIONS; FITNESS FUNCTIONS; HEIDELBERG (CO); MARKET PRICING; NEWS FEEDS; NON-LINEAR; REAL TIME; STOCK PRICES;

COMPUTER GRAPHICS;

EID: 47249102998     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-540-78671-9_5     Document Type: Conference Paper

References (14)

1. Kaastra, I., Boyd, M.: Designing a neural network for forecasting financial and economic time series. Neurocomputing 10, 215-236 (1994/1996)
2. Kohzadi, N., Boyd, M.S., Kermanshahi, B., Kaastra, I.: A comparison of artificial neural network and time series models for forecasting commodity prices. Neuro-computing 10, 169-181 (1993/1996)
3. Yao, J., Tan, C.L.: A case study on using neural networks to perform technical forecasting of forex. Neurocomputing 34, 79-98 (1997/2000)
4. Yao, J., Tan, C.L., Poh, H.: Neural Networks for technical analysis: a study on klci. International Journal of Theoretical and Applied Finance 2(2), 221-241(1998/1999)
5. Kaboudan, M.A.: Genetic Programming Prediction of Stock Prices. Computational Economics 16, 207-236 (1999/2000)
6. Becker, Y., Fei, P., Lester, A.M.: Stock Selection - An Innovative application of Genetic Programming Methodology'. In: US Active Equity Research, State Street Global Advisers,
7. Samanta, LeBaron.: Extreme Value Theory and Fat Tails in Equity Markets. In: Computing in Economics and Finance 140, Society for Computational Economics (2005)
8. Vukic, A.: Intraday Public Information The Frence Evidence Thesis (PhD). University of Fribourg (2004)
9. Hodrick and PrescotHodrick, Robert, and E.C. Prescott, Postwar U.S. Business Cycles: An Empirical Investiga-tion, Journal of Money, Credit, and Banking (1997)
10. Lawrenz, C., Westerhoff, D.: Modeling Exchange Rate Behavior with a Genetic Algorithm. Computational Economics 21, 209-229 (2000/2003)
11. Fama, E.: Efficient Capital Markets: A Review of Theory and Empirical Work. Journal of Finance 25, 383-417 (1970)
12. Kelly Jr, J.L.: A New Interpretation of Information Rate, Bell System Technical Journal, vol. 35, pp. 917-926 (1956)
13. Wilmott, P.: Paul Wilmott Introduces Quantitative Finance, 2nd edn. Wiley, John & Sons, Chichester (2006)
14. Tetlock, P.C.: Giving Content to Investor Sentiment: The Role of Media in the Stock Market. Journal of Finance 62, 1139-1168 (2007)