This work presents a proposal of usage of genetic algorithm to short-term forecasting of price and volume quotations. Presented algorithm resembles the naive method with seasonality but a lag of observation used as predictor can change in order to achieve best adjustment of ex post prognosis to...

The genetic algorithm is numbered among less formal methods which allows using it in different areas including forecasting. However, there is a question about efficiency of that instrument. We decided to check inner procedures of the algorithm affecting gaining speed and quality of solutions. We...