Financial Forecasting Using Genetic Algorithms
نویسندگان
چکیده
A new genetic-algorithm-b ased system is presented and applied to the task of predicting the future performances of individual stocks. The system, in its most general form, can be applied to any inductive machine-learning problem: given a database of examples, the system will return a general description applicable to examples both within and outside the database. This differs from traditional genetic algorithms, which perform optimization. The genetic algorithm system is compared to an established neural network system in the domain of financial forecasting, using the results from over 1600 stocks and roughly 5000 experiments. Synergy between the two systems is also examined.
منابع مشابه
Machine learning algorithms for time series in financial markets
This research is related to the usefulness of different machine learning methods in forecasting time series on financial markets. The main issue in this field is that economic managers and scientific society are still longing for more accurate forecasting algorithms. Fulfilling this request leads to an increase in forecasting quality and, therefore, more profitability and efficiency. In this pa...
متن کاملProvide a stock price forecasting model using deep learning algorithms and its use in the pricing of Islamic bank stocks
Predicting stock prices is complicated; various components, such as the general state of the economy, political events, and investor expectations, affect the stock market. The stock market is in fact a chaotic nonlinear system that depends on various political, economic and psychological factors. To overcome the limitations of traditional analysis techniques in predicting nonlinear patterns, ex...
متن کاملNovel Hybrid Fuzzy-Evolutionary Algorithms for Optimization of a Fuzzy Expert System Applied to Dust Phenomenon Forecasting Problem
Nowadays, dust phenomenon is one of the important challenges in warm and dry areas. Forecasting the phenomenon before its occurrence helps to take precautionary steps to prevent its consequences. Fuzzy expert systems capabilities have been taken into account to assist and cope with the uncertainty associated to complex environments such as dust forecasting problem. This paper presents novel hyb...
متن کاملNovel Hybrid Fuzzy-Evolutionary Algorithms for Optimization of a Fuzzy Expert System Applied to Dust Phenomenon Forecasting Problem
Nowadays, dust phenomenon is one of the important challenges in warm and dry areas. Forecasting the phenomenon before its occurrence helps to take precautionary steps to prevent its consequences. Fuzzy expert systems capabilities have been taken into account to assist and cope with the uncertainty associated to complex environments such as dust forecasting problem. This paper presents novel hyb...
متن کاملA Comparative Study on the Use of Classification Algorithms in Financial Forecasting
Financial forecasting is a vital area in computational finance, where several studies have taken place over the years. One way of viewing financial forecasting is as a classification problem, where the goal is to find a model that represents the predictive relationships between predictor attribute values and class attribute values. In this paper we present a comparative study between two bio-in...
متن کاملIran's Electrical Energy Demand Forecasting Using Meta-Heuristic Algorithms
This study aims to forecast Iran's electricity demand by using meta-heuristic algorithms, and based on economic and social indexes. To approach the goal, two strategies are considered. In the first strategy, genetic algorithm (GA), particle swarm optimization (PSO), and imperialist competitive algorithm (ICA) are used to determine equations of electricity demand based on economic and social ind...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Applied Artificial Intelligence
دوره 10 شماره
صفحات -
تاریخ انتشار 1996