The Repository Method for Chance Discovery in Financial Forecasting

Created by W.Langdon from gp-bibliography.bib Revision:1.8120

@InProceedings{Garcia:2006a,

• author = "Alma L Garcia-Almanza and Edward P. K. Tsang",
• title = "The Repository Method for Chance Discovery in Financial Forecasting",
• ISSN = "0302-9743",
• year = "2006",
• editor = "Bogdan Gabrys and Robert J. Howlett and Lakhmi C. Jain",
• series = "Lecture Notes in Computer Science",
• volume = "4253",
• booktitle = "KES 2006, Proceedings of the 10th International Conference on Knowledge-Based Intelligent Information and Engineering Systems",
• pages = "30--37",
• address = "Bournemouth, UK",
• month = oct # " 9-11",
• publisher = "Springer-Verlag",
• note = "Part III",
• keywords = "genetic algorithms, genetic programming",
• ISBN = "3-540-46542-1",
• bibsource = "DBLP, http://dblp.uni-trier.de",
• DOI = "doi:10.1007/11893011_5",
• abstract = "The aim of this work is to forecast future opportunities in financial stock markets, in particular, we focus our attention on situations where positive instances are rare, which falls into the domain of Chance Discovery. Machine learning classifiers extend the past experiences into the future. However the imbalance between positive and negative cases poses a serious challenge to machine learning techniques. Because it favours negative classifications, which has a high chance of being correct due to the nature of the data. Genetic Algorithms have the ability to create multiple solutions for a single problem. To exploit this feature we propose to analyse the decision trees created by Genetic Programming. The objective is to extract and collect different rules that classify the positive cases. It lets model the rare instances in different ways, positive cases. It lets model the rare instances in different ways, increasing the possibility of identifying similar cases in the future. To illustrate our approach, it was applied to predict investment opportunities with very high returns. From experiment results we showed that the Repository Method can consistently improve both the recall and the precision.",

}

Genetic Programming entries for Alma Lilia Garcia Almanza Edward P K Tsang

Citations