EDDIE for investment opportunities forecasting: Extending the search space of the GP

Created by W.Langdon from gp-bibliography.bib Revision:1.8081

@InProceedings{Kampouridis:2010:cec,

• author = "Michael Kampouridis and Edward Tsang",
• title = "{EDDIE} for investment opportunities forecasting: Extending the search space of the {GP}",
• booktitle = "IEEE Congress on Evolutionary Computation (CEC 2010)",
• year = "2010",
• address = "Barcelona, Spain",
• month = "18-23 " # jul,
• publisher = "IEEE Press",
• keywords = "genetic algorithms, genetic programming",
• isbn13 = "978-1-4244-6910-9",
• abstract = "In this paper we present a new version of a GP-based financial forecasting tool called EDDIE. The novelty of this new version (EDDIE 8), is its enlarged search space, where we allow the GP to search in the space of the technical indicators, in order to form its Genetic Decision Trees. In this way, EDDIE 8 is not constrained in using pre-specified indicators, but it is left up to the GP to choose the optimal ones. We then proceed to compare EDDIE 8 with EDDIE 7, which is based on previous EDDIE versions; EDDIE 7 has a smaller space where the indicators are pre-specified by the user and are part of EDDIE 8's space. Results show that thanks to the bigger search space, new and improved solutions can be found by EDDIE 8. However, there are cases where EDDIE 8 can still be outperformed by its predecessor. Analysis shows that this depends on the nature of the solutions. If the solutions come from EDDIE 8's search space, then EDDIE 8 can find them and perform better; if, however, solutions come from the smaller search space of EDDIE 7, then EDDIE 8 is having difficulties focusing in such a small space and is thus outperformed by EDDIE 7.",
• DOI = "doi:10.1109/CEC.2010.5586094",
• notes = "WCCI 2010. Also known as \cite{5586094}",

}

Genetic Programming entries for Michael Kampouridis Edward P K Tsang

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