Genetic Programming for Financial Time Series Prediction

  • Massimo Santini
  • Andrea Tettamanzi
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 2038)


This paper describes an application of genetic programming to forecasting financial markets that allowed the authors to rank first in a competition organized within the CEC2000 on “Dow Jones Prediction”. The approach is substantially driven by the rules of that competition, and is characterized by individuals being made up of multiple GP expressions and specific genetic operators.


Genetic Programming Option Price Genetic Operator Mutation Probability Selection Ratio 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag Berlin Heidelberg 2001

Authors and Affiliations

  • Massimo Santini
    • 1
  • Andrea Tettamanzi
    • 1
  1. 1.Polo Didattico e di Ricerca di CremaCrema

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