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An application of Genetic Programming to Financial Forecasting

Michael Kampouridis
Lecturer at the University of Kent, UK




The aim of this tutorial is to introduce the concept of financial forecasting from an Evolutionary perspective. The goal is that at the end of the tutorial participants will be able to:

  1. Understand some of the basic principles of financial forecasting
  2. Understand how Genetic Programming can be applied for financial forecasting purposes
  3. Have basic skills to run financial forecasting experiments of their own

Outline of contents:

1.  Introduction to financial forecasting

                  a. Different types of financial forecasting
                  b. Data for forecasting
                  c. Methods
                          i. Fundamental analysis
                         ii. Technical analysis

2.  Brief overview of Genetic Programming

3.  Presentation of EDDIE: a GP Financial Forecasting tool

                  a. How it works
                  b. Performance measures
                  c. An overview of the latest research on EDDIE and its achievements

4.  Live demonstration of the forecasting tool

Expected enrolment

This tutorial is targeted at researchers with a general interest in real world applications of Evolutionary Computation. It is also targeted at researchers with specific interest in Computational Finance.



Michael Kampouridis is a Lecturer at the University of Kent, UK. He received his PhD degree from the University of Essex, UK. In the past, he worked as a Research Assistant, also for the University of Essex, on British Telecoms’ (BT) NetDesign project. Previous academic experience also includes two 3-month research visits to AI-Econ Center, Department of Economics, at the National Cheng Chi University of Taiwan.

Michael’s main research interest is the application of Computational Intelligence techniques to Business-related problems, particularly in Economics and Finance. He has published several papers on Financial Forecasting and Agent-Based Economics for Market Microstructure, in many international conferences and journals, like IEEE WCCI, PSSN and EvoFin.


The length of the tutorial:
two hours.


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