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In this paper, we present two neural‐network‐based techniques: an adaptive evolutionary multilayer perceptron (aDEMLP) and an adaptive evolutionary wavelet neural network (aDEWNN). The two models are applied to the task of forecasting and trading the SPDR Dow Jones Industrial Average (DIA), the iShares NYSE Composite Index Fund (NYC) and the SPDR S&P 500 (SPY) exchange‐traded funds (ETFs). We...
This chapter illustrates a talk on evolutionary computation and finance at the 2002 Genetic and Evolutionary Computation Conference (GECCO) in New York. GECCO was the major confab for the branch of Artificial Intelligence (AI) world and there were more than a few fellow travelers on the EC‐finance trail. The genetic and evolutionary algorithms could take the use of AI in finance to another plane,...
Time series has been widely applied in the real world; traditional methods can hardly solve the dynamic environment issue resulting from the assumption of stationary process. Many traditional models and artificial intelligence technologies had been developed under this assumption, and adapted the dynamic environment based on the time-varying characteristic. But these models still has drawback of dividing...
In a recent study, Lin proposed the LCS for short-term stock forecast. Gershoff proposed the extended Classifier system (XCS) agent to model different traders by supplying different input information. Announcement made by Morgan Stanley Capital Investment (MSCI) regarding the additions, removals, and even the weights of the component stocks in its country indices every quarter generally would cause...
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