Advanced Search
MyIDEAS: Login to save this article or follow this journal

Genetic algorithms in stock forecasting – deleting outliers


Author Info

  • Adam Kucharski

    (Katedra Badan Operacyjnych, Uniwersytet lodzki, Poland)

Registered author(s):


    This work presents a proposal of usage of genetic algorithm to short-term forecasting of price and volume quotations. Presented algorithm resembles the naive method with seasonality but a lag of observation used as predictor can change in order to achieve best adjustment of ex post prognosis to data. The data were devoid of outliers with the help of hat matrix, taken from robust estimation. The results confirmed the earlier assumptions and gave better ex post forecasts after removing outliers. Much better results were obtained for the prices, compared to those obtained for the volume, due to smaller in the case of prices, caused by smaller random fluctuations.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL:
    Download Restriction: no

    Bibliographic Info

    Article provided by Wroclaw University of Technology, Institute of Organization and Management in its journal Operations Research and Decisions.

    Volume (Year): 1 (2008)
    Issue (Month): ()
    Pages: 35-45

    as in new window
    Handle: RePEc:wut:journl:v:1:y:2008:p:35-45

    Contact details of provider:
    Web page:
    More information through EDIRC

    Related research

    Keywords: genetic algorithm; forecasting; time series; robust estimation;


    No references listed on IDEAS
    You can help add them by filling out this form.



    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.


    Access and download statistics


    When requesting a correction, please mention this item's handle: RePEc:wut:journl:v:1:y:2008:p:35-45. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Piotr Wawrzynowski).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.