Created by W.Langdon from gp-bibliography.bib Revision:1.5294
In this work we propose to capture patterns of the rare instances in different ways in order to increase the probability of identifying similar cases in the future. To generate more variety of solutions we evolve a genetic program, which is an evolutionary technique that is able to create multiple solutions for a single problem. The idea is to mine the knowledge acquired by the evolutionary process to extract and collect different rules that model the positive cases in several and novel ways.
Once an important movement in financial markets has been discovered, human interaction is needed to analyze the markets conditions and determine if that movement could be a good opportunity to invest or could be the principle of a bubble or another critical event that represents a risk.
Standard decision trees methods capture patterns from training data sets. However, when the chances are scare, some of the patters captured by the best rules may not repeat themselves in unseen cases. In this work we propose Repository Method which comprises multiple rules to form a more reliable classifier in rare cases.
To illustrate our approach, it was applied to discover important movements in stock prices. From experimental results we showed that our approach can consistently detect rare cases in extreme imbalanced data sets.",
Genetic Programming entries for Alma Lilia Garcia Almanza Edward P K Tsang