Mahfoud, S., and G. Mani. 1995. Genetic algorithm s for predicting individual stock performance. In Proceedings of the third international conference on artificial intelligence applications on Wall Street, 174181. Gaithersburg, Md.: Software Engineering Press. Home/Search Document Not in Database Summary Related Articles |
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Financial Forecasting Using Genetic Algorithms - Mahfoud, Mani (1996) (6 citations) Self-citation (Mahfoud) (Correct)
.... Segrest, 1987) even if a problem has multiple solutions of equivalent fitness. Unfortunately, a single rule is usually insufficient to represent the desired concepts in either the financial domain or other complex domains. A set of interacting rules is required. GAs that employ niching methods (Mahfoud, 1992, 1995a, 1995b) are capable of finding and maintaining multiple rules using a single population. The basic idea behind niching is to simultaneously optimize multiple regions of the search space by reducing competition among sufficiently dissimilar individuals. In financial prediction, different rules ....
....trading strategy than either rule alone. PRELIMINARY EXPERIMENTS As a preliminary set of experiments, we attempt to predict the return, relative to the market, of a MidCap stock randomly selected from the S P 400. We call the chosen stock X. The results below are summarized from a previous paper (Mahfoud Mani, 1995). There are 331 examples present in our database of examples for stock X. We use 70 of the examples as a training set for the GA; these are used to calculate fitnesses. Another 20 of the examples serve as a stopping set, to decide which population is best. Finally, 10 of the examples are used ....
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Mahfoud, S., and G. Mani. 1995. Genetic algorithm s for predicting individual stock performance. In Proceedings of the third international conference on artificial intelligence applications on Wall Street, 174181. Gaithersburg, Md.: Software Engineering Press.
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