Title :
Notice of Retraction
Analyze long & mid-term trends of stock with Genetic Programming on moving average and turning points
Author :
Erbo Zhao ; Zhangang Han
Author_Institution :
Syst. Sci. Dept., Beijing Normal Univ., Beijing, China
Abstract :
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
This paper employs Genetic Programming (GP) with individuals of tree structure to form empirical formulas in order to track the dynamic pattern of the moving average curves of stock prices. We find that our method tracks the 60-day moving average better than other shorter period averages. In order to minimize the effects of noise and other random events impacting on the markets and maximize the effective information abstracted from the origin data, two comparable data preprocessing methods for turning points are proposed to cooperate with GP for more stable long & mid-term dynamic analysis and prediction. We use either discrete data with fixed time intervals as long as 120 days or data at local extreme by FFT. So, the formula finding system tracks the next turning point with the information of several previous turning points. Simulations show that our method to track and predict long & mid-term change trend of stock price is practical.
Keywords :
fast Fourier transforms; genetic algorithms; moving average processes; pricing; stock markets; trees (mathematics); fast Fourier transform; genetic programming; moving average curves; stock long term trend; stock midterm trend; stock prices; time intervals; tree structure; turning points; Data mining; Genetic programming; Information analysis; Intelligent networks; Neural networks; Predictive models; Risk analysis; Risk management; Stock markets; Turning; Fast Fourier Transformation (FFT) filtering; Fitness function; Genetic Programming; Moving average;
Conference_Titel :
Advanced Computer Control (ICACC), 2010 2nd International Conference on
Conference_Location :
Shenyang
Print_ISBN :
978-1-4244-5845-5
DOI :
10.1109/ICACC.2010.5486744