Predicting Financial Data
Let us try to predict a time series. The goal here is to establish a function based on observed values (time series data). Using
we attempt to obtain a function
that can be used to predict current data x t from previously observed data. The reader should note that the arguments of this function do not include a time variable t. This is to avoid deriving a time series prediction function that is dependent on absolute time.
KeywordsGenetic Programming Minimum Description Length Time Series Prediction Linear Genetic Program Kernel Model
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