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2000
Springer

Combining Ordinal Financial Predictions with Genetic Programming

10 years 2 months ago
Combining Ordinal Financial Predictions with Genetic Programming
Abstract. Ordinal data play an important part in financial forecasting. For example, advice from expert sources may take the form of "bullish", "bearish" or "sluggish", or "buy" or "do not buy". This paper describes an application of using Genetic Programming (GP) to combine investment opinions. The aim is to combine ordinal forecast from different opinion sources in order to make better predictions. We tested our implementation, FGP (Financial Genetic Programming), on two data sets. In both cases, FGP generated more accurate rules than the individual input rules.
Edward P. K. Tsang, Jin Li
Added 25 Aug 2010
Updated 25 Aug 2010
Type Conference
Year 2000
Where IDEAL
Authors Edward P. K. Tsang, Jin Li
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