Induction of fuzzy decision trees
Fuzzy Sets and Systems
A genetic algorithm for generating fuzzy classification rules
Fuzzy Sets and Systems
Genetic Algorithms in Search, Optimization and Machine Learning
Genetic Algorithms in Search, Optimization and Machine Learning
An Introduction to Anticipatory Classifier Systems
Learning Classifier Systems, From Foundations to Applications
Evolution-assisted discovery of sentinel features in epidemiologic surveillance
Evolution-assisted discovery of sentinel features in epidemiologic surveillance
Service oriented architecture for financial customer relationship management
Proceedings of the second international conference on Distributed event-based systems
Using genetic algorithm to support portfolio optimization for index fund management
Expert Systems with Applications: An International Journal
| Hi-index | 12.05 |
In a recent study, Schulenburg and Ross (2001) proposed the LCS for short-term stock forecast. Studley and Bull (2007) proposed the extended classifier system (XCS) agent to model different traders by supplying different input information. Announcement made by Morgan Stanley Capital Investment (MSCI) regarding the additions, removals, and even the weights of the component stocks in its country indices every quarter generally would cause changes to the prices and/or trade volumes of the associated component stocks. This paper takes an XCS in artificial intelligence to dynamically learn and adapt to the changes to the component stocks in order to optimize portfolio allocation of the component stocks. Since these price trends of MSCI component stocks are influenced by unknown and unpredictable surroundings, using XCS to model the fluctuations on financial market allows for the capability to discover the patterns of future trends. This simulation works on the basis of the changes to 121 component stocks in the MSCI Taiwan index between 1998 and 2009 suggests the XCS can produce the great profit and optimize portfolio allocation.