Sciweavers

Share
KES
2006
Springer

The Repository Method for Chance Discovery in Financial Forecasting

9 years 5 months ago
The Repository Method for Chance Discovery in Financial Forecasting
Abstract. The aim of this work is to forecast future events in financial data sets, in particular, we focus our attention on situations where positive instances are rare, which falls into the domain of Chance Discovery. Machine learning classifiers extend the past experiences into the future. However the imbalance between positive and negative cases poses a serious challenge to machine learning techniques. Because it favours negative classifications, which has a high chance of being correct due to the nature of the data. Genetic Algorithms have the ability to create multiple solutions for a single problem. To exploit this feature we propose to analyse the decision trees created by Genetic Programming. The objective is to extract and collect different rules that classify the positive cases. It lets model the rare cases in different ways, increasing the possibility of identifying similar cases in the future. The over-learning produced by this method attempts to compensate the lack of pos...
Alma Lilia Garcia-Almanza, Edward P. K. Tsang
Added 14 Dec 2010
Updated 14 Dec 2010
Type Journal
Year 2006
Where KES
Authors Alma Lilia Garcia-Almanza, Edward P. K. Tsang
Comments (0)
books