This thesis summarizes knowledge in the field of time series theory, method for time series analysis and applications in financial modeling. It also resumes the area of evolutionary algorithms, their classification and applications. The core of this work combines these knowledges in order to build a system utilizing evolutionary algorithms for financial time series forecasting models optimization. Various software engineering techniques were used during the implementation phase (ACI - autonomous continual integration, autonomous quality control etc.) to ensure easy maintainability and extendibility of project by more developers
Abstract—In this paper, a framework is introduced for generating human-interpretable structures, her...
IEEE International Parallel and Distributed Processing Symposium. Long Beach, CA, 26-30 March 2007Ma...
Financial forecasting or specially stock market prediction is one of the hottest field of research l...
Náplní předkládané práce je sumarizace znalostí v oblasti teorie časových řad, jejich analýzy a apli...
A genetic algorithm (GA) is a search technique that falls within the inter-section of optimization a...
Genetic Algorithms (GAS) have been successfully used in many scientific and engineering problems but...
Rule extraction is performed on three kinds of time series. The first one is stock market data. The ...
Finance is a very broad field where the uncertainty plays a central role and every financial operato...
Abstract: This paper presents the use of artificial intelligence and more specifically artificial ne...
The aim of this thesis is to test usability of the genetic programming for predicting of the financi...
Time series prediction, especially in the case of financial time series, has attractedmajor research...
AbstractThe prediction of future values of a time series generated by a chaotic dynamic system is an...
The combination of the evolutionary and connectionist paradigms for problem solving takes a strong i...
The diploma thesis comprises of a general approach used to predict the time series, their categoriza...
10.1109/CEC.2007.44244712007 IEEE Congress on Evolutionary Computation, CEC 2007188-19
Abstract—In this paper, a framework is introduced for generating human-interpretable structures, her...
IEEE International Parallel and Distributed Processing Symposium. Long Beach, CA, 26-30 March 2007Ma...
Financial forecasting or specially stock market prediction is one of the hottest field of research l...
Náplní předkládané práce je sumarizace znalostí v oblasti teorie časových řad, jejich analýzy a apli...
A genetic algorithm (GA) is a search technique that falls within the inter-section of optimization a...
Genetic Algorithms (GAS) have been successfully used in many scientific and engineering problems but...
Rule extraction is performed on three kinds of time series. The first one is stock market data. The ...
Finance is a very broad field where the uncertainty plays a central role and every financial operato...
Abstract: This paper presents the use of artificial intelligence and more specifically artificial ne...
The aim of this thesis is to test usability of the genetic programming for predicting of the financi...
Time series prediction, especially in the case of financial time series, has attractedmajor research...
AbstractThe prediction of future values of a time series generated by a chaotic dynamic system is an...
The combination of the evolutionary and connectionist paradigms for problem solving takes a strong i...
The diploma thesis comprises of a general approach used to predict the time series, their categoriza...
10.1109/CEC.2007.44244712007 IEEE Congress on Evolutionary Computation, CEC 2007188-19
Abstract—In this paper, a framework is introduced for generating human-interpretable structures, her...
IEEE International Parallel and Distributed Processing Symposium. Long Beach, CA, 26-30 March 2007Ma...
Financial forecasting or specially stock market prediction is one of the hottest field of research l...