• DocumentCode
    3423749
  • Title

    Application of regression analysis based on genetic particle swarm algorithm in financial analysis

  • Author

    Cheng, Xiaorong ; Sun, Lin ; Liu, Ping

  • Author_Institution
    Dept. of Comput., North China Electr. Power Univ., Baoding, China
  • Volume
    4
  • fYear
    2010
  • fDate
    25-27 June 2010
  • Abstract
    Slow convergence speed and premature are two key problems existing in the regression analysis techniques based on genetic algorithm. To overcome the shortcomings,this paper proposes an improved regression analysis based on the genetic particle swarm algorithm. The basic principle is that a new operator is constructed to use PSO. This algorithm has the choice of genetic algorithms and genetic features, and drawing on the searching capabilities of particle towards the optimal forward. Finance analysis evaluates the efficiency of the algorithm. The experimental results show,the improved regression analysis is steady and greatly improve the convergent speed.
  • Keywords
    convergence; finance; genetic algorithms; particle swarm optimisation; regression analysis; PSO; convergence speed; financial analysis; genetic particle swarm algorithm; regression analysis; Algorithm design and analysis; Application software; Artificial intelligence; Genetic algorithms; Information analysis; Linear regression; Particle swarm optimization; Regression analysis; Statistical analysis; Sun; Genetic algorithm; Mutation; Particle swarm algorithm; Regression analysis;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computer Design and Applications (ICCDA), 2010 International Conference on
  • Conference_Location
    Qinhuangdao
  • Print_ISBN
    978-1-4244-7164-5
  • Electronic_ISBN
    978-1-4244-7164-5
  • Type

    conf

  • DOI
    10.1109/ICCDA.2010.5541106
  • Filename
    5541106