2569

1-4244-1340-0/07$25.00 c©2007 IEEE

φθθ +=+

θ

φ

φ −φ

φπ

+θ

θ

=

2570 2007 IEEE Congress on Evolutionary Computation (CEC 2007)

===

+=

+=

+=

=

( )

= =

−==

=

Δ

Δ =

+=+ΔΔ

Δ×

+

<

+=

−<

+=+ΔΔ

Δ×

+

=

+ ≠

<

=

=

<

=

2007 IEEE Congress on Evolutionary Computation (CEC 2007) 2571

=

−= ×

0 50 100 150 200 250 30010

-4

10-3

10-2

10-1

100

No. of generation

MS

E

0 50 100 150 200 250 30010

-4

10-3

10-2

10-1

100

No. of generation

Mea

n sq

uare

err

or

× + ×

×

= ×

×

×

×

2572 2007 IEEE Congress on Evolutionary Computation (CEC 2007)

η

2500 2600 2700 2800 2900 3000 3100 32001050

1100

1150

1200

1250

1300

1350

No. of testing samples

S&

P50

0 st

ock

valu

e

actual

predicted

2500 2600 2700 2800 2900 3000 3100 32001050

1100

1150

1200

1250

1300

1350

Testing samples

S&

P 5

00 s

tock

val

ue

actualpredicted

2500 2600 2700 2800 2900 3000 3100 32001050

1100

1150

1200

1250

1300

1350

No. of testing samples

S&

P50

0 st

ock

valu

e

actual

predicted

2500 2600 2700 2800 2900 3000 3100 32001000

1050

1100

1150

1200

1250

1300

1350

No. of testing samples

S&

P 5

00 s

tock

val

ue

actual

predicted

2500 2600 2700 2800 2900 3000 3100 32000.95

1

1.05

1.1

1.15

1.2

1.25x 10

4

No. of testing samples

DJI

A s

tock

val

ue

actual

predicted

2500 2600 2700 2800 2900 3000 3100 32000.95

1

1.05

1.1

1.15

1.2

1.25x 10

4

Testing samples

DJI

A s

tock

val

ue

actual

predicted

2007 IEEE Congress on Evolutionary Computation (CEC 2007) 2573

2500 2600 2700 2800 2900 3000 3100 32000.95

1

1.05

1.1

1.15

1.2

1.25x 10

4

No. of testing samples

DJI

A s

tock

val

ue

actual

predicted

2500 2600 2700 2800 2900 3000 3100 32000.85

0.9

0.95

1

1.05

1.1

1.15

1.2

1.25x 10

4

No. of testing samples

DJI

A s

tock

val

ue

actualpredicted

2574 2007 IEEE Congress on Evolutionary Computation (CEC 2007)

2007 IEEE Congress on Evolutionary Computation (CEC 2007) 2575