Please use this identifier to cite or link to this item: http://hdl.handle.net/1783.1/5344

Genetic algorithms on multiple time series prediction

Authors Cheung, Kin Hong
Issue Date 1997
Summary Genetic Algorithms (GAS) have been successfully used in many scientific and engineering problems but the dynamics is not yet understood completely. This thesis aims to apply GA in multiple time series problem and to investigate the dynamics behind the algorithm. With GAS, classifier system, optimizer system and parallel system are developed in the project. We discuss issues like objective functions, specificity, genetic operations, pattern matching and other control parameters. A simple investigation of Self Organized Criticality (SOC) in the evolutionary process is also discussed. Real financial blue chips' stock prices in Hang Seng Index are used as the time series for the investigation.
Note Thesis (M.Phil.)--Hong Kong University of Science and Technology, 1997
Subjects
Language English
Format Thesis
Access
Files in this item:
File Description Size Format
th_redirect.html 345 B HTML