skip to main content
10.1145/1389095.1389327acmconferencesArticle/Chapter ViewAbstractPublication PagesgeccoConference Proceedingsconference-collections
research-article

On the genetic programming of time-series predictors for supply chain management

Published:12 July 2008Publication History

ABSTRACT

Single and multi-step time-series predictors were evolved for forecasting minimum bidding prices in a simulated supply chain management scenario. Evolved programs were allowed to use primitives that facilitate the statistical analysis of historical data. An investigation of the relationships between the use of such primitives and the induction of both accurate and predictive solutions was made, with the statistics calculated based on three input data transformation methods: integral, differential, and rational. Results are presented showing which features work best for both single-step and multi-step predictions.

References

  1. K. Chellapilla. Evolving computer programs without subtree crossover. IEEE Transactions on Evolutionary Computation, 1997. Google ScholarGoogle ScholarDigital LibraryDigital Library
  2. S.-H. Chen. Genetic Algorithms and Genetic Programming in Computational Finance. Kluwer Academic Publishers, 2002. Google ScholarGoogle ScholarDigital LibraryDigital Library
  3. A. L. Garcia-Almanza and E. P. K. Tsang. Forecasting stock prices using genetic programming and chance discovery. In 12th International Conference On Computing In Economics And Finance, 2006.Google ScholarGoogle Scholar
  4. A. Hui. Using genetic programming to perform time-series forecasting of stock prices. In Genetic Algorithms and Genetic Programming at Stanford. 2003.Google ScholarGoogle Scholar
  5. H. Iba and N. Nikolaev. Genetic programming polynomial models of financial data series. In Proceedings of the IEEE 2000 Congress on Evolutionary Computation, 2000.Google ScholarGoogle ScholarCross RefCross Ref
  6. J. Koza. Genetic Programming: on the programming of computers by means of natural selection. MIT Press, Cambridge, MA, (1992). Google ScholarGoogle ScholarDigital LibraryDigital Library
  7. G. Y. Lee. Genetic recursive regression for modeling and forecasting real-world chaotic time series. In Advances in Genetic Programming 3. 1999. Google ScholarGoogle ScholarDigital LibraryDigital Library
  8. N. Y. Nikolaev and H. Iba. Genetic programming of polynomial models for financial forecasting. In Genetic Algorithms and Genetic Programming in Computational Finance. 2002.Google ScholarGoogle Scholar
  9. H. Oakley. Two scientific applications of genetic programming: Stack filters and non-linear equation fitting to chaotic data. In Advances in Genetic Programming. 1994. Google ScholarGoogle ScholarDigital LibraryDigital Library
  10. W. Panyaworayan and G. Wuetschner. Time series prediction using a recursive algorithm of a combination of genetic programming and constant optimization. Electronics and Energetics, 2002.Google ScholarGoogle Scholar
  11. D. Rivero, J. R. Rabunal, J. Dorado, and A. Pazos. Time series forecast with anticipation using genetic programming. In Computational Intelligence and Bioinspired Systems, 8th International Work-Conference on Artificial Neural Networks, 2005. Google ScholarGoogle ScholarDigital LibraryDigital Library
  12. K. Rodriguez-Vazquez and P. J. Fleming. Genetic programming for dynamic chaotic systems modelling. In Proceedings of the IEEE CEC, 1999.Google ScholarGoogle ScholarCross RefCross Ref
  13. M. Santini and A. Tettamanzi. Genetic programming for financial time series prediction. In Genetic Programming, Proceedings of EuroGP'2001, 2001. Google ScholarGoogle ScholarDigital LibraryDigital Library
  14. R. Schwaerzel and T. Bylander. Predicting currency exchange rates by genetic programming with trigonometric functions and high-order statistics. In Proceedings of the 8th annual conference on Genetic and evolutionary computation, 2006. Google ScholarGoogle ScholarDigital LibraryDigital Library
  15. I. Yoshihara, T. Aoyama, and M. Yasunaga. GP-based modeling method for time series prediction with parameter optimization and node alternation. In Proceedings of the 2000 IEEE Congress on Evolutionary Computation, 2000.Google ScholarGoogle ScholarCross RefCross Ref
  16. T. Yu and S.-H. Chen. Using genetic programming with lambda abstraction to find technical trading rules. In Computing in Economics and Finance, 2004.Google ScholarGoogle Scholar
  17. W. Zhang, Z. ming Wu, and G. ke Yang. Genetic programming-based chaotic time series modeling. Journal of Zhejiang University Science, 2004.Google ScholarGoogle ScholarCross RefCross Ref

Recommendations

Comments

Login options

Check if you have access through your login credentials or your institution to get full access on this article.

Sign in
  • Published in

    cover image ACM Conferences
    GECCO '08: Proceedings of the 10th annual conference on Genetic and evolutionary computation
    July 2008
    1814 pages
    ISBN:9781605581309
    DOI:10.1145/1389095
    • Conference Chair:
    • Conor Ryan,
    • Editor:
    • Maarten Keijzer

    Copyright © 2008 ACM

    Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

    Publisher

    Association for Computing Machinery

    New York, NY, United States

    Publication History

    • Published: 12 July 2008

    Permissions

    Request permissions about this article.

    Request Permissions

    Check for updates

    Qualifiers

    • research-article

    Acceptance Rates

    Overall Acceptance Rate1,669of4,410submissions,38%

    Upcoming Conference

    GECCO '24
    Genetic and Evolutionary Computation Conference
    July 14 - 18, 2024
    Melbourne , VIC , Australia

PDF Format

View or Download as a PDF file.

PDF

eReader

View online with eReader.

eReader