Paper Details: Downloads: 569
Serial Number: P1120517003
Title: The Egyptian Stock Market Return Prediction: A Genetic Programming Approach
Authors: Mohammed E. El-Telbany
Abstract: Applications of learning algorithms in knowledge discovery are promising and relevant area of research. It is offering new possibilities and benefits in real-world applications, helping us understand better mechanisms of our own methods of knowledge acquisition. Genetic programming as learning algorithm posses certain advantages that make it suitable for forecasting and mining the financial data. Especially the stock time series have a large number of specific properties that together makes the prediction task unusual. This paper presents the using of genetic programming to forecast the Egyptian Sock Market return. Experiments results demonstrate the capability of genetic programming to predict accurate results, comparable to traditional machine learning algorithms i.e., neural networks.
Keywords: Stock Market Return Prediction, Genetic Programming
Journal/Conference: International Journal of Artificial Intelligence and Machine Learning
Volume: 5
Issue: 3
Submission Date: 1/1/2005 12:00:00 AM
Review Date: 2/1/2005 12:00:00 AM
Publishing Date: 3/1/2005 12:00:00 AM
Article Downloads: 569
Download:

Facebook