2010
DOI: 10.1007/978-3-642-16239-8_13
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Forecasting Euro – United States Dollar Exchange Rate with Gene Expression Programming

Abstract: In the current paper we present the application of our Gene Expression Programming Environment in forecasting Euro-United States Dollar exchange rate. Specifically, using the GEP Environment we tried to forecast the value of the exchange rate using its previous values. The data for the EURO-USD exchange rate are online available from the European Central Bank (ECB). The environment was developed using the JAVA programming language, and is an implementation of a variation of Gene Expression Programming. Gene Ex… Show more

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Cited by 2 publications
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“…The initial eversion of our implementation [11,12] named as jGEPmodel1.0 was applied to the problem of modeling the fatigue of composite materials and the problem of prediction financial time series and the results were satisfactory. In the present paper, we extended our initial implementation by introducing a novel local constant optimization operator, a problem specific fitness function and an adaptive mutation operator.…”
Section: Jgepmodelling20mentioning
confidence: 99%
“…The initial eversion of our implementation [11,12] named as jGEPmodel1.0 was applied to the problem of modeling the fatigue of composite materials and the problem of prediction financial time series and the results were satisfactory. In the present paper, we extended our initial implementation by introducing a novel local constant optimization operator, a problem specific fitness function and an adaptive mutation operator.…”
Section: Jgepmodelling20mentioning
confidence: 99%