Stock Market Prediction using Multi Expression Programming Export

@inbook{citeulike:407710, abstract = {The use of intelligent systems for stock market predictions has been widely established. In this paper we introduce a genetic programming technique (called Multi-Expression programming) for the prediction of two stock indices. The performance is then compared with an artifcial neural network trained using Levenberg-Marquardt algorithm, support vector machine, Takagi-Sugeno neuro-fuzzy model, a difference boosting neural network. We considered Nasdaq-100 index of Nasdaq Stock MarketSM and the S\&P CNX NIFTY stock index as test data.}, author = {Grosan, Crina and Abraham, Ajith and Han, Sang Y. and Ramos, Vitorino}, citeulike-article-id = {407710}, citeulike-linkout-0 = {http://alfa.ist.utl.pt/~cvrm/staff/vramos/ref_62.html}, keywords = {evolutionary-computation, forecasting, genetic-algorithms, multi-expression-programming, prediction, programming, stock-market}, posted-at = {2005-11-24 18:54:52}, priority = {0}, title = {Stock Market Prediction using Multi Expression Programming}, url = {http://alfa.ist.utl.pt/~cvrm/staff/vramos/ref_62.html} }

TY - CHAP ID - citeulike:407710 L3 - citeulike-article-id:407710 N2 - The use of intelligent systems for stock market predictions has been widely established. In this paper we introduce a genetic programming technique (called Multi-Expression programming) for the prediction of two stock indices. The performance is then compared with an artifcial neural network trained using Levenberg-Marquardt algorithm, support vector machine, Takagi-Sugeno neuro-fuzzy model, a difference boosting neural network. We considered Nasdaq-100 index of Nasdaq Stock MarketSM and the S&P CNX NIFTY stock index as test data. TI - Stock Market Prediction using Multi Expression Programming KW - evolutionary-computation KW - forecasting KW - genetic-algorithms KW - multi-expression-programming KW - prediction KW - programming KW - stock-market AU - Grosan, Crina AU - Abraham, Ajith AU - Han, Sang AU - Ramos, Vitorino UR - http://alfa.ist.utl.pt/~cvrm/staff/vramos/ref_62.html ER -