Stock Market Prediction Using Multi Expression Programming

Abstract

The use of intelligent systems for stock market predictions has been widely established. In this paper we introduce a genetic programming technique (called Multi-Expression programming) for the prediction of two stock indices. The performance is then compared with an artifcial neural network trained using Levenberg-Marquardt algorithm, support vector machine, Takagi-Sugeno neuro-fuzzy model, a difference boosting neural network. We considered Nasdaq-100 index of Nasdaq Stock MarketSM and the S&P CNX NIFTY stock index as test data.