Adaptation in natural and artificial systems
Adaptation in natural and artificial systems
Genetic programming: on the programming of computers by means of natural selection
Genetic programming: on the programming of computers by means of natural selection
Journal of the ACM (JACM)
Advances in genetic programming: volume 2
Advances in genetic programming: volume 2
Software—Practice & Experience
Genetic Algorithms in Search, Optimization and Machine Learning
Genetic Algorithms in Search, Optimization and Machine Learning
Proceedings of the 1st annual conference on Genetic and evolutionary computation
GECCO '96 Proceedings of the 1st annual conference on Genetic and evolutionary computation
A study of cross-validation and bootstrap for accuracy estimation and model selection
IJCAI'95 Proceedings of the 14th international joint conference on Artificial intelligence - Volume 2
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Ordinal data play an important part in financial forecasting. For example, advice from expert sources may take the form of "bullish", "bearish" or "sluggish", or "buy" or "do not buy". This paper describes an application of using Genetic Programming (GP) to combine investment opinions. The aim is to combine ordinal forecast from different opinion sources in order to make better predictions. We tested our implementation, FGP (Financial Genetic Programming), on two data sets. In both cases, FGP generated more accurate rules than the individual input rules.