Please use this identifier to cite or link to this item: https://doi.org/10.1109/CEC.2007.4424471
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dc.titleEvolutionary computation and economic time series forecasting
dc.contributor.authorSharma, V.
dc.contributor.authorSrinivasan, D.
dc.date.accessioned2014-10-07T04:44:19Z
dc.date.available2014-10-07T04:44:19Z
dc.date.issued2007
dc.identifier.citationSharma, 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
dc.identifier.isbn1424413400
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/83711
dc.description.abstractThis 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.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1109/CEC.2007.4424471
dc.sourceScopus
dc.typeConference Paper
dc.contributor.departmentELECTRICAL & COMPUTER ENGINEERING
dc.description.doi10.1109/CEC.2007.4424471
dc.description.sourcetitle2007 IEEE Congress on Evolutionary Computation, CEC 2007
dc.description.page188-195
dc.identifier.isiut000256053700025
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