Financial Time Series Modeling and Prediction Using Postfix-GP
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References listed on IDEAS
- Zhang, Gioqinang & Hu, Michael Y., 1998. "Neural network forecasting of the British Pound/US Dollar exchange rate," Omega, Elsevier, vol. 26(4), pages 495-506, August.
- M. B. Porecha & P. K. Panigrahi & J. C. Parikh & C. M. Kishtawal & Sujit Basu, 2005. "Forecasting non-stationary financial time series through genetic algorithm," Papers nlin/0507037, arXiv.org.
- M. A. Kaboudan, 2000. "Genetic Programming Prediction of Stock Prices," Computational Economics, Springer;Society for Computational Economics, vol. 16(3), pages 207-236, December.
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KeywordsFinancial time series prediction; Postfix genetic programming; One-step prediction; Multi-step prediction;
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