E. Tsang, und J. Li. Genetic Algorithms and Genetic Programming in
Computational Finance, Kapitel 7, Kluwer Academic Press, (2002)
Zusammenfassung
EDDIE is a genetic-programming based system for
channelling expert knowledge into forecasting. FGP-2 is
an implementation of EDDIE for Financial forecasting.
The novelty of FGP-2 is that, as a forecasting tool, it
provides the user with a handle for tuning the
precision against the rate of missing opportunities.
This allows the user to pick investment opportunities
with greater confidence.
%0 Book Section
%1 Tsang:2002:gagpcf
%A Tsang, Edward P. K.
%A Li, Jin
%B Genetic Algorithms and Genetic Programming in
Computational Finance
%D 2002
%E Chen, Shu-Heng
%I Kluwer Academic Press
%K Financial algorithms, decision forecasting, genetic precision, programming,
%P 161--174
%T EDDIE for financial forecasting
%U http://cswww.essex.ac.uk/CSP/finance/papers/TsangLi-FGP-Chen_CompFinance.pdf
%X EDDIE is a genetic-programming based system for
channelling expert knowledge into forecasting. FGP-2 is
an implementation of EDDIE for Financial forecasting.
The novelty of FGP-2 is that, as a forecasting tool, it
provides the user with a handle for tuning the
precision against the rate of missing opportunities.
This allows the user to pick investment opportunities
with greater confidence.
%& 7
%@ 0-7923-7601-3
@incollection{Tsang:2002:gagpcf,
abstract = {EDDIE is a genetic-programming based system for
channelling expert knowledge into forecasting. FGP-2 is
an implementation of EDDIE for Financial forecasting.
The novelty of FGP-2 is that, as a forecasting tool, it
provides the user with a handle for tuning the
precision against the rate of missing opportunities.
This allows the user to pick investment opportunities
with greater confidence.},
added-at = {2008-06-19T17:46:40.000+0200},
author = {Tsang, Edward P. K. and Li, Jin},
biburl = {https://www.bibsonomy.org/bibtex/2c5012f7864619b6c50d278cfab42e8a1/brazovayeye},
booktitle = {Genetic Algorithms and Genetic Programming in
Computational Finance},
chapter = 7,
editor = {Chen, Shu-Heng},
interhash = {283e91b2e3a4cb94ef4c110430438f29},
intrahash = {c5012f7864619b6c50d278cfab42e8a1},
isbn = {0-7923-7601-3},
keywords = {Financial algorithms, decision forecasting, genetic precision, programming,},
notes = {part of \cite{chen:2002:gagpcf}},
pages = {161--174},
publisher = {Kluwer Academic Press},
size = {14 pages},
timestamp = {2008-06-19T17:53:20.000+0200},
title = {{EDDIE} for financial forecasting},
url = {http://cswww.essex.ac.uk/CSP/finance/papers/TsangLi-FGP-Chen_CompFinance.pdf},
year = 2002
}