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“Dead” Chromosomes and Their Elimination in the Neuro-Genetic Stock Index Prediction System

  • Jacek Mańdziuk
  • Marcin Jaruszewicz
Part of the Lecture Notes in Computer Science book series (LNCS, volume 5864)

Abstract

This paper presents a method for a short-term stock index prediction. The source data comes from the German Stock Exchange (being the target market) and two other markets (Tokyo Stock Exchange and New York Stock Exchange) together with EUR/USD and USD/JPY exchange rates. Neural networks supported by a genetic algorithm (GA) are used as the prediction engine. Except for promising numerical results attained by the system the special focus in the paper is on the problem of elimination of dead chromosomes, i.e. the ones which cannot be properly assessed.

Keywords

Neural Network Genetic Algorithm Hide Layer Stock Market Alive Chromosome 
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 2009

Authors and Affiliations

  • Jacek Mańdziuk
    • 1
  • Marcin Jaruszewicz
    • 1
  1. 1.Faculty of Mathematics and Information ScienceWarsaw University of TechnologyWarsawPoland

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