Please use this identifier to cite or link to this item:
|Title:||Evolutionary computation and economic time series forecasting|
|Citation:||Sharma, V., Srinivasan, D. (2007). Evolutionary computation and economic time series forecasting. 2007 IEEE Congress on Evolutionary Computation, CEC 2007 : 188-195. ScholarBank@NUS Repository. https://doi.org/10.1109/CEC.2007.4424471|
|Abstract:||This paper summarizes the collective work done in the application of Evolutionary Computation for financial time series forecasting. These are mainly stock market indices and foreign exchange rate prediction. The time series corresponding to these indices is a non-linear dynamic stochastic system different from other static patterns which are independent of time. Evolutionary techniques have capabilities of efficient search space exploration with population models corresponding to the problem. Their ability to capture the non linear dependencies among the system variables has invited economic analysts towards their use in the field of financial time series prediction. In this paper, previous research done in the application of evolutionary techniques for economic time series prediction and resolving the issues involved has been presented. © 2007 IEEE.|
|Source Title:||2007 IEEE Congress on Evolutionary Computation, CEC 2007|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on Feb 23, 2019
WEB OF SCIENCETM
checked on Feb 13, 2019
checked on Feb 1, 2019
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.