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Genetic programming in financial markets forecasting
Krejčí, Tomáš ; Bednárek, David (advisor) ; Majerech, Vladan (referee)
The aim of this thesis is to test usability of the genetic programming for predicting of the financial markets based on historical prices. The thesis includes the study of genetic programming techniques used or useful for the market prediction. The practical part of thesis is implementation of selected methods and testing their performance on available historical data from financial markets. Powered by TCPDF (www.tcpdf.org)

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