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Financial Analysis with HeuristicLab (Part 2)

Dec 23, 2011

Back in September Gabriel Kronberger posted about financial analysis in the HeuristicLab Blog and showed some preliminary results for modelling the European interest rate swap yield with genetic programming. After many months of algorithm tweaking and refinement he presented the completed analysis and generated prognosis models to scientific peers at the ERCIM11 conference in London last weekend. ERCIM11 was organized by the London School of Economics, Queen Mary University of London and Birkbeck University of London.