首页> 外文会议>IEEE Congress on Evolutionary Computation >EDDIE for investment opportunities forecasting: Extending the search space of the GP
【24h】

EDDIE for investment opportunities forecasting: Extending the search space of the GP

机译:EDDIE进行投资机会预测:扩展GP的搜索空间

获取原文

摘要

In this paper we present a new version of a GP-based financial forecasting tool called EDDIE. The novelty of this new version (EDDIE 8), is its enlarged search space, where we allow the GP to search in the space of the technical indicators, in order to form its Genetic Decision Trees. In this way, EDDIE 8 is not constrained in using pre-specified indicators, but it is left up to the GP to choose the optimal ones. We then proceed to compare EDDIE 8 with EDDIE 7, which is based on previous EDDIE versions; EDDIE 7 has a smaller space where the indicators are pre-specified by the user and are part of EDDIE 8's space. Results show that thanks to the bigger search space, new and improved solutions can be found by EDDIE 8. However, there are cases where EDDIE 8 can still be outperformed by its predecessor. Analysis shows that this depends on the nature of the solutions. If the solutions come from EDDIE 8's search space, then EDDIE 8 can find them and perform better; if, however, solutions come from the smaller search space of EDDIE 7, then EDDIE 8 is having difficulties focusing in such a small space and is thus outperformed by EDDIE 7.
机译:在本文中,我们介绍了一种新的基于GP的财务预测工具EDDIE。这个新版本(EDDIE 8)的新颖之处在于其扩大的搜索空间,我们可以让GP在技术指标的空间内进行搜索,从而形成其遗传决策树。这样,EDDIE 8不会受到使用预先指定指标的限制,而是由GP自行选择最佳指标。然后,我们将EDDIE 8与EDDIE 7(基于先前的EDDIE版本)进行比较; EDDIE 7具有较小的空间,指示器由用户预先指定,并且是EDDIE 8空间的一部分。结果表明,由于搜索空间更大,因此EDDIE 8可以找到新的和改进的解决方案。但是,在某些情况下,EDDIE 8仍可能比其前任产品表现更好。分析表明,这取决于解决方案的性质。如果解决方案来自EDDIE 8的搜索空间,则EDDIE 8可以找到它们并获得更好的性能。但是,如果解决方案来自EDDIE 7的较小搜索空间,则EDDIE 8很难集中在如此小的空间上,因此,EDDIE 7的性能不佳。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号