Optimizing a Pseudo Financial Factor Model with Support Vector Machines and Genetic Programming

Author:

Butler Matthew,Kešelj Vlado

Publisher

Springer Berlin Heidelberg

Reference4 articles.

1. Chang, C.C., Lin, C.J.: LIBSVM: A library for support vector machines (2001), http://www.csie.ntu.edu.tw/~cjlin/libsvm

2. Punch, B., Zongker, D.: Michigan State University GARAGe, Web site of Genetic Algorithms Research and Applications Group, GARAGe (1998), http://garage.cse.msu.edu/

3. Azzini, A., Tettamanzi, A.: A neural evolutionary approach to financial modeling. In: GECCO 2006: Proceedings of the 2006 Conference on Genetic and Evolutionary Computation, pp. 1605–1612 (2006)

4. Enke, D., Thawornwong, S.: The use of data mining and neural networks for forecasting stock market returns. Expert Systems with Applications 29, 927–940 (2005)

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