EDDIE-automation, a decision support tool for financial forecasting

Authors:
Edward Tsang;Paul Yung;Jin Li
Affiliations:
Department of Computer Science, University of Essex, Colchester CO4 3SQ, UK;Department of Computer Science, University of Essex, Colchester CO4 3SQ, UK;Department of Computer Science, University of Essex, Colchester CO4 3SQ, UK
Venue:
Decision Support Systems - Special issue: Data mining for financial decision making
Year:
2004

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Abstract

Evolutionary Dynamic Data Investment Evaluator (EDDIE) is a genetic programming (GP)-based decision support tool for financial forecasting. EDDIE itself does not replace forecasting experts. It serves to improve the productivity of experts in searching the space of decision trees, with the aim to improve the odds in its user's favour. The efficacy of EDDIE has been reported in the literature. However, discovering patterns in historical data is only the first step towards building a practical financial forecasting tool. Data preparation, rules organization and application are all important issues. This paper describes an architecture that embeds EDDIE for learning from and monitoring the stock market.