The Egyptian Stock Market Return Prediction: A Genetic Programming Approach
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- @InProceedings{El-Telbany:2004:ICEEC,
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author = "Mohammed E. El-Telbany",
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title = "The {Egyptian} Stock Market Return Prediction: A
Genetic Programming Approach",
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booktitle = "International Conference on Electrical, Electronic and
Computer Engineering, ICEEC-04",
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year = "2004",
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editor = "Abdel-Moniem Wahdan and Ahmed Amer and Hani Fikry and
Ashraf Salem",
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pages = "161--164",
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address = "Ain Shams University, Cairo, Egypt",
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month = "5-7 " # sep,
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keywords = "genetic algorithms, genetic programming, Application
software, Consumer electronics, Data mining, Economic
forecasting, Electronic mail, Investments, Neural
networks, Predictive models, Stock markets",
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DOI = "doi:10.1109/ICEEC.2004.1374410",
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size = "4 pages",
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abstract = "Applications of learning algorithms in knowledge
discovery are promising and relevant area of research.
It is offering new possibilities and benefits in
real-world applications, helping us understand better
mechanisms of our own methods of knowledge acquisition.
Genetic programming as learning algorithm posses
certain advantages that make it suitable for
forecasting and mining the financial data. Especially
the stock time series have a large number of specific
properties that together makes the prediction task
unusual. This paper presents the results of using
genetic programming to forecast the Egyptian Sock
Market return. Experiments results demonstrate the
capability of genetic programming to predict accurate
results, comparable to traditional machine learning
algorithms i.e., neural networks.",
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notes = "details from ieee",
- }
Genetic Programming entries for
Mohammed E El-Telbany
Citations