Genetic Programming Prediction of Stock Prices
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- Massimiliano Kaucic, 2009. "Predicting EU Energy Industry Excess Returns on EU Market Index via a Constrained Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 34(2), pages 173-193, September.
- Phillips, Peter C.B., 2005. "Automated Discovery In Econometrics," Econometric Theory, Cambridge University Press, vol. 21(01), pages 3-20, February.
- Oscar Claveria & Enric Monte & Salvador Torra, 2017.
"Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming,"
IREA Working Papers
201711, University of Barcelona, Research Institute of Applied Economics, revised May 2017.
- Oscar Claveria & Enric Monte & Salvador Torra, 2017. "“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”," AQR Working Papers 201706, University of Barcelona, Regional Quantitative Analysis Group, revised May 2017.
- Vipul K. Dabhi & Sanjay Chaudhary, 2016. "Financial Time Series Modeling and Prediction Using Postfix-GP," Computational Economics, Springer;Society for Computational Economics, vol. 47(2), pages 219-253, February.
- Forouzanfar, Mehdi & Doustmohammadi, A. & Hasanzadeh, Samira & Shakouri G, H., 2012. "Transport energy demand forecast using multi-level genetic programming," Applied Energy, Elsevier, vol. 91(1), pages 496-503.
- Manahov, Viktor & Hudson, Robert & Hoque, Hafiz, 2015. "Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 85-98.
- Chen, Yan & Wang, Xuancheng, 2015. "A hybrid stock trading system using genetic network programming and mean conditional value-at-risk," European Journal of Operational Research, Elsevier, vol. 240(3), pages 861-871.
- Marcos Álvarez-Díaz & Lucy Amigo Dobaño, 2003. "Métodos No-Lineales De Predicción En El Mercado De Valores Tecnológicos En España. Una Verificación De La Hipótesis Débil De Eficiencia," Working Papers 0303, Universidade de Vigo, Departamento de Economía Aplicada.
- Marco Corazza & A. Malliaris & Elisa Scalco, 2010. "Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications," Computational Economics, Springer;Society for Computational Economics, vol. 35(1), pages 1-23, January.
- repec:spr:qualqt:v:51:y:2017:i:6:d:10.1007_s11135-016-0416-0 is not listed on IDEAS
- Marcos Alvarez Díaz & Manuel González Gómez, 2003. "Modelización semiparamétrica y validación teórica del método de valoración contingente. Aplicación de un algoritmo genético," Hacienda Pública Española, IEF, vol. 164(1), pages 29-47, march.
- de Menezes, Lilian M. & Nikolaev, Nikolay Y., 2006. "Forecasting with genetically programmed polynomial neural networks," International Journal of Forecasting, Elsevier, vol. 22(2), pages 249-265.
- Alvarez-Diaz, Marcos & Caballero Miguez, Gonzalo, 2008. "The quality of institutions: A genetic programming approach," Economic Modelling, Elsevier, vol. 25(1), pages 161-169, January.
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Keywordsevolved regression models; stock returns; financial market analysis; nonlinear systems;
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