“Change-glasses” approach in pattern recognition
Pattern Recognition Letters
Machine learning: neural networks, genetic algorithms, and fuzzy systems
Machine learning: neural networks, genetic algorithms, and fuzzy systems
Editing for the k-nearest neighbors rule by a genetic algorithm
Pattern Recognition Letters - Special issue on genetic algorithms
Selection of relevant features and examples in machine learning
Artificial Intelligence - Special issue on relevance
Predictive data mining: a practical guide
Predictive data mining: a practical guide
Forecasting S&P 500 stock index futures with a hybrid AI system
Decision Support Systems
Reduction Techniques for Instance-BasedLearning Algorithms
Machine Learning
Genetic Algorithms and Investment Strategies
Genetic Algorithms and Investment Strategies
Feature Transformation and Subset Selection
IEEE Intelligent Systems
Selection of Training Data for Neural Networks by a Genetic Algorithm
PPSN V Proceedings of the 5th International Conference on Parallel Problem Solving from Nature
IEA/AIE '98 Proceedings of the 11th International Conference on Industrial and Engineering Applications of Artificial In telligence and Expert Systems: Tasks and Methods in Applied Artificial Intelligence
The condensed nearest neighbor rule (Corresp.)
IEEE Transactions on Information Theory
The reduced nearest neighbor rule (Corresp.)
IEEE Transactions on Information Theory
An algorithm for a selective nearest neighbor decision rule (Corresp.)
IEEE Transactions on Information Theory
Constructing ensembles of classifiers by means of weighted instance selection
IEEE Transactions on Neural Networks
KOSPI time series analysis using neural network with weighted fuzzy membership functions
KES-AMSTA'08 Proceedings of the 2nd KES International conference on Agent and multi-agent systems: technologies and applications
Expert Systems with Applications: An International Journal
Forecasting KOSPI based on a neural network with weighted fuzzy membership functions
Expert Systems with Applications: An International Journal
Global optimization of support vector machines using genetic algorithms for bankruptcy prediction
ICONIP'06 Proceedings of the 13th international conference on Neural information processing - Volume Part III
A hybrid modeling approach for forecasting the volatility of S&P 500 index return
Expert Systems with Applications: An International Journal
Information Sciences: an International Journal
Using a fuzzy association rule mining approach to identify the financial data association
Expert Systems with Applications: An International Journal
Stock price prediction based on a complex interrelation network of economic factors
Engineering Applications of Artificial Intelligence
| Hi-index | 12.06 |
In this paper, I propose a genetic algorithm (GA) approach to instance selection in artificial neural networks (ANNs) for financial data mining. ANN has preeminent learning ability, but often exhibit inconsistent and unpredictable performance for noisy data. In addition, it may not be possible to train ANN or the training task cannot be effectively carried out without data reduction when the amount of data is so large. In this paper, the GA optimizes simultaneously the connection weights between layers and a selection task for relevant instances. The globally evolved weights mitigate the well-known limitations of gradient descent algorithm. In addition, genetically selected instances shorten the learning time and enhance prediction performance. This study applies the proposed model to stock market analysis. Experimental results show that the GA approach is a promising method for instance selection in ANN.