Evolutionary Applications for Financial Prediction: Classification Methods to Gather Patterns Using Genetic Programming
Created by W.Langdon from
gp-bibliography.bib Revision:1.8010
- @Book{Garcia-Almanza:book,
-
author = "Alma Lilia {Garcia Almanza} and Edward Tsang",
-
title = "Evolutionary Applications for Financial Prediction:
Classification Methods to Gather Patterns Using Genetic
Programming",
-
publisher = "VDM Verlag Dr. Muller",
-
year = "2011",
-
address = "Saarbrucken, Germany",
-
keywords = "genetic algorithms, genetic programming",
-
ISBN = "3-639-30767-4",
-
URL = "http://www.bracil.net/finance/GarciaTsang-book2011/",
-
URL = "http://www.amazon.com/Evolutionary-Applications-Financial-Prediction-Classification/dp/3639307674/ref=sr_1_1?ie=UTF8&qid=1305383401&sr=8-1",
-
abstract = "This book presents three applications, based on
Machine Learning and Genetic Programming, which are
devoted to find useful patterns to predict future
events. The objective is to train the algorithms by
using past data to produce a classifier that identifies
the positive cases and discriminates the false alarms.
This work uses examples for predicting future
opportunities in financial stock markets in cases where
the number of profitable opportunities is scarce.
However, when the number of positive examples is small
in comparison with the number of total cases, the
identification of useful patterns becomes a serious
challenge. Nevertheless, the objective of many real
world problems, is precisely to identify the minority
class as the fraud detection problem, or medical
diagnosis and many other examples. The techniques of
this book are suitable to deal with imbalanced data
sets, provide comprehensible results that allow users
to understand the factors that are involved in the
decision, as well as to generate a range of solutions
that let the user choose the best trade off according
to their risk preferences.",
-
notes = "Reviewed by \cite{LeBaron:2012:GPEM}",
-
size = "172 pages",
- }
Genetic Programming entries for
Alma Lilia Garcia Almanza
Edward P K Tsang
Citations