An IP and GEP Based Dynamic Decision Model for Stock Market Forecasting
Created by W.Langdon from
gp-bibliography.bib Revision:1.8098
- @InProceedings{Chen:2007:ISNN,
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author = "Yuehui Chen and Qiang Wu and Feng Chen2",
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title = "An {IP} and {GEP} Based Dynamic Decision Model for
Stock Market Forecasting",
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booktitle = "4th International Symposium on Neural Networks
Advances in Neural Networks, ISNN 2007, Part I",
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year = "2007",
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editor = "Derong Liu and Shumin Fei and Zeng-Guang Hou and
Huaguang Zhang and Changyin Sun",
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volume = "4491",
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series = "LNCS",
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pages = "473--479",
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address = "Nanjing, China",
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month = jun # " 3-7",
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publisher = "Springer",
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keywords = "genetic algorithms, genetic programming, gene
expression programming, stock market forecasting,
dynamic decision model, application result, forecasting
model, favourable result, new method, static model,
hybrid immune programming, generalisation capacity,
artificial neural network, computational intelligence,
static environment, stock market index, new dynamic
decision forecasting model",
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isbn13 = "978-3-540-72383-7",
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language = "en",
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oai = "oai:CiteSeerX.psu:10.1.1.626.3509",
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URL = "http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.626.3509",
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broken = "http://cilab.ujn.edu.cn/paper/an%20ip%20and%20gep%20based%20dynamic%20decision%20model%20for%20stock%20market%20forecasting.pdf",
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DOI = "doi:10.1007/978-3-540-72383-7_56",
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abstract = "The forecasting models for stock market index using
computational intelligence such as Artificial Neural
networks (ANNs) and Genetic programming(GP), especially
hybrid Immune Programming (IP) Algorithm and Gene
Expression Programming (GEP) have achieved favourable
results. However, these studies, have assumed a static
environment. This study investigates the development of
a new dynamic decision forecasting model. Application
results prove the higher precision and generalisation
capacity of the predicting model obtained by the new
method than static models.",
- }
Genetic Programming entries for
Yuehui Chen
Qiang Wu
Feng Chen2
Citations