An evolutionary approach to design dilation-erosion perceptrons for stock market indices forecasting

@inproceedings{Costa2011AnEA,
  title={An evolutionary approach to design dilation-erosion perceptrons for stock market indices forecasting},
  author={Ricardo Araujo Costa and Adriano Lorena In{\'a}cio de Oliveira and S{\'e}rgio Soares and Silvio Romero de Lemos Meira},
  booktitle={GECCO},
  year={2011}
}
In this work we present an evolutionary learning process using the covariance matrix adaptation evolutionary strategy (CMAES) to design the dilation-erosion perceptron (DEP) for stock market indices forecasting. Also, we have included an automatic phase fix procedure (APFP) into proposed learning process to eliminate time phase distortions observed in some forecasting problems. The main advantage of the DEP model designed by our learning process, apart from its higher forecasting performance… CONTINUE READING