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|Title:||Evolutionary computation and economic time series forecasting||Authors:||Sharma, V.
|Issue Date:||2007||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||URI:||http://scholarbank.nus.edu.sg/handle/10635/83711||ISBN:||1424413400||DOI:||10.1109/CEC.2007.4424471|
|Appears in Collections:||Staff Publications|
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