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1998 | OriginalPaper | Buchkapitel

Evolutionary Artificial Neural Networks and Genetic Programming: A Comparative Study Based on Financial Data

verfasst von : S.-H. Chen, C.-C. Ni

Erschienen in: Artificial Neural Nets and Genetic Algorithms

Verlag: Springer Vienna

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In this paper, the stock index S&P 500 is used to test the predicting performance of genetic programming (GP) and genetic programming neural networks (GPNN). While both GP and GPNN are considered universalapproximators, in this practical financial application, they perform differently. GPNN seemed to suffer the overlearning problem more seriously than GP; the latter outdid the former in all the simulations.

Metadaten
Titel
Evolutionary Artificial Neural Networks and Genetic Programming: A Comparative Study Based on Financial Data
verfasst von
S.-H. Chen
C.-C. Ni
Copyright-Jahr
1998
Verlag
Springer Vienna
DOI
https://doi.org/10.1007/978-3-7091-6492-1_87

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