Alma Lilia Garcia Almanza, and Edward Tsang: Evolutionary applications for financial prediction: classification methods to gather patterns using genetic programming

摘要

It is nice to see a book applying evolutionary algorithms to the problem of financial forecasting. This is one of the very few books on the market that spells out in detail an evolutionary system as applied to financial time series. It is a detailed book, and concentrates on many of the computational details of building an evolutionary forecasting system with applications to some financial data sets along with some standard machine learning benchmarks.