FINANCIAL FORECASTING USING GENETIC ALGORITHMS
Author:
Sam Mahfoud Ganesh Mani
DOI:
10.1080/088395196118425
Publication Frequency:
10 issues per year
Subjects:
Artificial Intelligence;
Computer Science (General);
Information & Communication Technology (ICT);
Formats available:
PDF
(English)
View Article:
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Abstract
A new genetic algorithm based 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 fore casting using the results from over 1600 stocks and roughly 5000 experiments. Synergy between the two systems is also examined.
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