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ASME Press Select Proceedings
International Conference on Mechanical and Electrical Technology, 3rd, (ICMET-China 2011), Volumes 1–3
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ISBN:
9780791859810
No. of Pages:
906
Publisher:
ASME Press
Publication date:
2011
eBook Chapter
33 Dynamic Ordinary Differential Equation Modeling of Stock Market Prediction with Gene Expression Programming
By
Cheng Ren
College of Computer Science, Zhejiang University of Technology , Hangzhou , China
,
Cheng Ren
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Qu Li
College of Computer Science, Zhejiang University of Technology , Hangzhou , China
,
Qu Li
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Chao Chen
College of Computer Science, Zhejiang University of Technology , Hangzhou , China
Chao Chen
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Page Count:
5
-
Published:2011
Citation
Ren, C, Li, Q, & Chen, C. "Dynamic Ordinary Differential Equation Modeling of Stock Market Prediction with Gene Expression Programming." International Conference on Mechanical and Electrical Technology, 3rd, (ICMET-China 2011), Volumes 1–3. Ed. Xie, Y. ASME Press, 2011.
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Because stock market is a complicated, nonlinear and changeable system, prediction of stock price is far more challenging than ordinary time series problems. This paper proposes a novel approach called Dynamic Ordinary Differential Equation (DyODE) modeling of stock market prediction with Gene Expression Programming (GEP). DyODE selects suitable data as training set to build prediction model and hence avoids prediction error caused by using obsolete data. Prediction accuracy of DyODE is tested on the stock prices series. Results show that the accuracy is much higher than that of traditional approaches.
Abstract
Key Words
1. Introduction
2. Review of Gene Expression Programming and Ordinary Differential Equation Method with Gene Expression Programming
3. Dyode Modelling of Stock Market Prediction with Gene Expression Programming
4. Experiments and Analysis
5. Conclusion and Future Work
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