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time-seriesgenetic-algorithmforecasting

Genetic algorithm libraries for time series analysis/forecasting?

I am very interested in experimenting with genetic algorithms for prediction of market time series data.

I made my own rudimentary software, but it is clunky and inefficient.

Can someone recommend a free/open source library for this sort of thing?

Solution

  • You can use GAUL. It has libraries for lots of evolutionary algorithms, Simulated Annealling etc