- author = "Crina Grosan and Ajith Abraham and Vitorino Ramos and Sang Yong Han",
- title = "Stock Market Prediction Using Multi Expression Programming",
- booktitle = "ALEA-05, Workshop on Artificial Life and Evolutionary Algorithms at EPIA'05 - Proc. of the 12th Portuguese Conference on Artificial Intelligence",
- year = "2005",
- editor = "C. Bento and A. Cardoso and G. Dias",
- pages = "73--78",
- address = "Covilha, Portugal",
- month = "5-8 " # dec,
- publisher = "IEEE",
- keywords = "genetic algorithms, genetic programming, Stock Market Prediction, Multi Expression Programming, Nasdaq-100, CNX NIFTY stock index",
-
URL = "
http://www.cs.ubbcluj.ro/~cgrosan/alea.pdf",
-
URL = "http://alfa.ist.utl.pt/~cvrm/staff/vramos/Vramos-EPIA05.pdf",
-
DOI = "
doi:10.1109/EPIA.2005.341268",
- size = "6 pages",
- abstract = "The use of intelligent systems for stock market predictions has been widely established. In this paper, we introduce a genetic programming technique (called Multi-Expression Programming) for the prediction of two stock indices. The performance is then compared with an Artificial Neural Network trained using Levenberg-Marquardt algorithm, Support Vector Machine, Takagi-Sugeno Neuro-Fuzzy model and Difference Boosting Neural Network. We considered Nasdaq-100 index of Nasdaq Stock MarketSM and the S and P CNX NIFTY stock index as test data.",
-
notes = "Also known as \cite{4145927}.
Does not appear in Springer publication LNAI 3808.
",
