scholarly journals A Study On Financial Time Series Forecasting And Symbolic Regression By Means Of A Hybrid Probabilistic Model-Building Cartesian Genetic Programming Methodology

2021 ◽  
Author(s):  
Mahsa Mostowfi
Keyword(s):  
Time Series ◽  
Stock Market ◽  
Genetic Programming ◽  
Probabilistic Model ◽  
Stock Price ◽  
Model Building ◽  
Symbolic Regression ◽  
Time Series Forecasting ◽  
Fusion Model ◽  
Regression Problems

This work proposes a hybrid algorithm called Probabilistic Incremental Cartesian Genetic Pro- gramming (PI-CGP), which integrates an Estimation of Distribution Algorithm (EDA) with Carte- sian Genetic Programming (CGP). PI-CGP uses a fixed-length problem representation and the algorithm constructs a probabilistic model of promising solutions. PI-CGP was evaluated on sym- bolic regression problems and next trading day stock price forecasting. On the symbolic regression problems PI-CGP did not outperform other approaches. The reason could be premature convergence and being trapped at a local minimum. However, PI-CGP was competitive at stock market forecasting. It was comparable to a fusion model employing a Hidden Markov Model (HMM). HMMs are extensively used for time-series forecasting. This result is promising considering the volatile nature of the stock market and that PI-CGP was not customized toward forecasting.

scholarly journals A Study On Financial Time Series Forecasting And Symbolic Regression By Means Of A Hybrid Probabilistic Model-Building Cartesian Genetic Programming Methodology

2021 ◽  
Author(s):  
Mahsa Mostowfi
Keyword(s):  
Time Series ◽  
Stock Market ◽  
Genetic Programming ◽  
Probabilistic Model ◽  
Stock Price ◽  
Model Building ◽  
Symbolic Regression ◽  
Time Series Forecasting ◽  
Fusion Model ◽  
Regression Problems

This work proposes a hybrid algorithm called Probabilistic Incremental Cartesian Genetic Pro- gramming (PI-CGP), which integrates an Estimation of Distribution Algorithm (EDA) with Carte- sian Genetic Programming (CGP). PI-CGP uses a fixed-length problem representation and the algorithm constructs a probabilistic model of promising solutions. PI-CGP was evaluated on sym- bolic regression problems and next trading day stock price forecasting. On the symbolic regression problems PI-CGP did not outperform other approaches. The reason could be premature convergence and being trapped at a local minimum. However, PI-CGP was competitive at stock market forecasting. It was comparable to a fusion model employing a Hidden Markov Model (HMM). HMMs are extensively used for time-series forecasting. This result is promising considering the volatile nature of the stock market and that PI-CGP was not customized toward forecasting.

scholarly journals A NEW LINEAR GENETIC PROGRAMMING APPROACH BASED ON STRAIGHT LINE PROGRAMS: SOME THEORETICAL AND EXPERIMENTAL ASPECTS

2009 ◽  
Vol 18 (05) ◽  
pp. 757-781 ◽  
Author(s):  
CÉSAR L. ALONSO ◽  
JOSÉ LUIS MONTAÑA ◽  
JORGE PUENTE ◽  
CRUZ ENRIQUE BORGES
Keyword(s):  
Data Structure ◽  
Genetic Programming ◽  
Computer Programs ◽  
Symbolic Regression ◽  
Programming Approach ◽  
Linear Genetic Programming ◽  
Straight Line ◽  
Structured Representations ◽  
Regression Problems ◽  
Straight Line Programs

Tree encodings of programs are well known for their representative power and are used very often in Genetic Programming. In this paper we experiment with a new data structure, named straight line program (slp), to represent computer programs. The main features of this structure are described, new recombination operators for GP related to slp's are introduced and a study of the Vapnik-Chervonenkis dimension of families of slp's is done. Experiments have been performed on symbolic regression problems. Results are encouraging and suggest that the GP approach based on slp's consistently outperforms conventional GP based on tree structured representations.

scholarly journals A Predictive Meta Model for Forecasting Stock Price using Time Series Data

2021 ◽  
Vol 10 (1) ◽  
pp. 345-356
Keyword(s):  
Time Series ◽  
Stock Market ◽  
Stock Price ◽  
Time Series Data ◽  
Stock Exchange ◽  
Series Data ◽  
Meta Model ◽  
Price Range ◽  
Stock Traders ◽  
The Right

Stock market prediction through time series is a challenging as well as an interesting research areafor the finance domain, through which stock traders and investors can find the right time to buy/sell stocks. However, various algorithms have been developed based on the statistical approach to forecast the time series for stock data, but due to the volatile nature and different price ranges of the stock price one particular algorithm is not enough to visualize the prediction. This study aims to propose a model that will choose the preeminent algorithm for that particular company’s stock that can forecastthe time series with minimal error. This model can assist a trader/investor with or without expertise in the stock market to achieve profitable investments. We have used the Stock data from Stock Exchange Bangladesh, which covers 300+ companies to train and test our system. We have classified those companies based on the stock price range and then applied our model to identify which algorithm suites most for a particular range of stock price. Comparative forecasting results of all algorithms in diverse price ranges have been presented to show the usefulness of this Predictive Meta Model

Time-series forecasting with a novel fuzzy time-series approach: an example for Istanbul stock market

2013 ◽  
Vol 83 (4) ◽  
pp. 599-612 ◽  
Author(s):  
Ufuk Yolcu ◽  
Cagdas Hakan Aladag ◽  
Erol Egrioglu ◽  
Vedide R. Uslu
Keyword(s):  
Time Series ◽  
Stock Market ◽  
Time Series Forecasting ◽  
Fuzzy Time Series ◽  
Time Series Approach
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