7,915 research outputs found
Modelling and trading the Greek stock market with gene expression and genetic programing algorithms
This paper presents an application of the gene expression programming (GEP) and integrated genetic programming (GP) algorithms to the modelling of ASE 20 Greek index. GEP and GP are robust evolutionary algorithms that evolve computer programs in the form of mathematical expressions, decision trees or logical expressions. The results indicate that GEP and GP produce significant trading performance when applied to ASE 20 and outperform the well-known existing methods. The trading performance of the derived models is further enhanced by applying a leverage filter
Recommended from our members
Local search: A guide for the information retrieval practitioner
There are a number of combinatorial optimisation problems in information retrieval in which the use of local search methods are worthwhile. The purpose of this paper is to show how local search can be used to solve some well known tasks in information retrieval (IR), how previous research in the field is piecemeal, bereft of a structure and methodologically flawed, and to suggest more rigorous ways of applying local search methods to solve IR problems. We provide a query based taxonomy for analysing the use of local search in IR tasks and an overview of issues such as fitness functions, statistical significance and test collections when conducting experiments on combinatorial optimisation problems. The paper gives a guide on the pitfalls and problems for IR practitioners who wish to use local search to solve their research issues, and gives practical advice on the use of such methods. The query based taxonomy is a novel structure which can be used by the IR practitioner in order to examine the use of local search in IR
- …