Using Attribute Construction to Improve the Predictability of a GP Financial Forecasting Algorithm

Created by W.Langdon from gp-bibliography.bib Revision:1.8051

@InProceedings{Kampouridis:2013:TAAI,

• author = "Michael Kampouridis and Fernando E. B. Otero",
• title = "Using Attribute Construction to Improve the Predictability of a GP Financial Forecasting Algorithm",
• booktitle = "Conference on Technologies and Applications of Artificial Intelligence (TAAI 2013)",
• year = "2013",
• month = "6-8 " # dec,
• pages = "55--60",
• keywords = "genetic algorithms, genetic programming, EDDIE, attribute construction, financial forecasting",
• DOI = "doi:10.1109/TAAI.2013.24",
• abstract = "Financial forecasting is an important area in computational finance. EDDIE 8 is an established Genetic Programming financial forecasting algorithm, which has successfully been applied to a number of international datasets. The purpose of this paper is to further increase the algorithm's predictive performance, by improving its data space representation. In order to achieve this, we use attribute construction to create new (high-level) attributes from the original (low-level) attributes. To examine the effectiveness of the above method, we test the extended EDDIE's predictive performance across 25 datasets and compare it to the performance of two previous EDDIE algorithms. Results show that the introduction of attribute construction benefits the algorithm, allowing EDDIE to explore the use of new attributes to improve its predictive accuracy.",
• notes = "Also known as \cite{6783843}",

}

Genetic Programming entries for Michael Kampouridis Fernando Esteban Barril Otero

Citations