Enhancing Financial Decision Making Using Multi-Objective Financial Genetic Programming

@article{Li2006EnhancingFD,
  title={Enhancing Financial Decision Making Using Multi-Objective Financial Genetic Programming},
  author={Jin Li and Sope Taiwo},
  journal={2006 IEEE International Conference on Evolutionary Computation},
  year={2006},
  pages={2171-2178}
}
This paper presents a multi-objective genetic programming based financial forecasting system, MOFGP. MOFGP is built upon our previous decision-making tool, FGP (financial genetic programming). By taking advantage of the techniques of multi-objective evolutionary algorithms (MOEAs), MOFGP enhances FGP in a number of ways. Firstly, MOFGP is faster in obtaining the same quantity of diverse forecasting models optimized with respect to multiple conflicting objectives. This is attributed to the… CONTINUE READING

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Applications of Evolutionary Computation

Lecture Notes in Computer Science • 2013
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