Projecting Financial Data using Genetic Programming in Classification and Regression Tasks
Created by W.Langdon from
gp-bibliography.bib Revision:1.7954
- @InProceedings{eurogp06:EstebanezVallsAler,
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author = "C\'esar Est\'ebanez and Jos\'e M. Valls and
Ricardo Aler",
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title = "Projecting Financial Data using Genetic Programming in
Classification and Regression Tasks",
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editor = "Pierre Collet and Marco Tomassini and Marc Ebner and
Steven Gustafson and Anik\'o Ek\'art",
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booktitle = "Proceedings of the 9th European Conference on Genetic
Programming",
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publisher = "Springer",
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series = "Lecture Notes in Computer Science",
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volume = "3905",
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year = "2006",
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address = "Budapest, Hungary",
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month = "10 - 12 " # apr,
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organisation = "EvoNet",
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keywords = "genetic algorithms, genetic programming",
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ISBN = "3-540-33143-3",
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pages = "202--212",
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DOI = "doi:10.1007/11729976_18",
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bibsource = "DBLP, http://dblp.uni-trier.de",
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abstract = "The use of Constructive Induction (CI) methods for the
generation of high-quality attributes is a very
important issue in Machine Learning. In this paper, we
present a CI method based in Genetic Programming (GP).
This method is able to evolve projections that
transform the dataset, constructing a new coordinates
space in which the data can be more easily predicted.
This coordinates space can be smaller than the original
one, achieving two main goals at the same time: on one
hand, improving classification tasks; on the other
hand, reducing dimensionality of the problem. Also, our
method can handle classification and regression
problems. We have tested our approach in two financial
prediction problems because their high dimensionality
is very appropriate for our method. In the first one,
GP is used to tackle prediction of bankruptcy of
companies (classification problem). In the second one,
an IPO Underpricing prediction domain (a classical
regression problem) is confronted. Our method obtained
in both cases competitive results and, in addition, it
drastically reduced dimensionality of the problem.",
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notes = "Part of \cite{collet:2006:GP} EuroGP'2006 held in
conjunction with EvoCOP2006 and EvoWorkshops2006",
- }
Genetic Programming entries for
Cesar Estebanez
Jose Maria Valls Ferran
Ricardo Aler Mur
Citations