An IP and GEP Based Dynamic Decision Model for Stock Market Forecasting

Created by W.Langdon from gp-bibliography.bib Revision:1.8120

@InProceedings{Chen:2007:ISNN,

• author = "Yuehui Chen and Qiang Wu and Feng Chen2",
• title = "An {IP} and {GEP} Based Dynamic Decision Model for Stock Market Forecasting",
• booktitle = "4th International Symposium on Neural Networks Advances in Neural Networks, ISNN 2007, Part I",
• year = "2007",
• editor = "Derong Liu and Shumin Fei and Zeng-Guang Hou and Huaguang Zhang and Changyin Sun",
• volume = "4491",
• series = "LNCS",
• pages = "473--479",
• address = "Nanjing, China",
• month = jun # " 3-7",
• publisher = "Springer",
• keywords = "genetic algorithms, genetic programming, gene expression programming, stock market forecasting, dynamic decision model, application result, forecasting model, favourable result, new method, static model, hybrid immune programming, generalisation capacity, artificial neural network, computational intelligence, static environment, stock market index, new dynamic decision forecasting model",
• isbn13 = "978-3-540-72383-7",
• language = "en",
• oai = "oai:CiteSeerX.psu:10.1.1.626.3509",
• URL = "http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.626.3509",
• broken = "http://cilab.ujn.edu.cn/paper/an%20ip%20and%20gep%20based%20dynamic%20decision%20model%20for%20stock%20market%20forecasting.pdf",
• DOI = "doi:10.1007/978-3-540-72383-7_56",
• abstract = "The forecasting models for stock market index using computational intelligence such as Artificial Neural networks (ANNs) and Genetic programming(GP), especially hybrid Immune Programming (IP) Algorithm and Gene Expression Programming (GEP) have achieved favourable results. However, these studies, have assumed a static environment. This study investigates the development of a new dynamic decision forecasting model. Application results prove the higher precision and generalisation capacity of the predicting model obtained by the new method than static models.",

}

Genetic Programming entries for Yuehui Chen Qiang Wu Feng Chen2

Citations