Applied Soft Computing 7 (2007) 569576 www.elsevier.

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A hybrid approach based on neural networks and genetic algorithms for detecting temporal patterns in stock markets
Hyun-jung Kim 1, Kyung-shik Shin *
College of Business Administration, Ewha Womans University, 11-1 Daehyun-dong, Seodaemun-gu, Seoul 120-750, Republic of Korea Received 13 June 2005; received in revised form 15 February 2006; accepted 21 March 2006 Available online 14 June 2006

Abstract This study investigates the effectiveness of a hybrid approach based on the articial neural networks (ANNs) for time series properties, such as the adaptive time delay neural networks (ATNNs) and the time delay neural networks (TDNNs), with the genetic algorithms (GAs) in detecting temporal patterns for stock market prediction tasks. Since ATNN and TDNN use time-delayed links of the network into a multi-layer feed-forward network, the topology of which grows by on layer at every time step, it has one more estimate of the number of time delays in addition to several control variables of the ANN design. To estimate these many aspects of the ATNN and TDNN design, a general method based on trial and error along with various heuristics or statistical techniques is proposed. However, for the reason that determining the number of time delays or network architectural factors in a stand-alone mode does not guarantee the illuminating improvement of the performance for building the ATNN and TDNN model, we apply GAs to support optimization of the number of time delays and network architectural factors simultaneously for the ATNN and TDNN model. The results show that the accuracy of the integrated approach proposed for this study is higher than that of the standard ATNN, TDNN and the recurrent neural network (RNN). # 2006 Elsevier B.V. All rights reserved.
Keywords: Adaptive time delay neural networks; Time delay neural networks; Genetic algorithms; Time series prediction; Stock market prediction

1. Introduction Forecasting price movements in stock markets is a major challenge confronting investors, speculators and businesses. In their quest to forecast, they assume that future occurrences are based at least in part on present and past events and data. However, nancial time series are among the noisiest and most difcult signals to forecast. Early studies of stock market prediction tended to use statistical techniques. However, studies using only classical statistical techniques for prediction reach their limits in applications with non-linearities in the data set. Compared with statistical methods, an articial neural network (ANN) has an advantage in handling non-linear problems by using the hidden layer. Among ANN algorithms, the back-propagation neural network (BPN) is the most popular method in many applications such as classication, forecasting and pattern
* Corresponding author. Tel.: +82 2 3277 2799; fax: +82 2 3277 2776. E-mail addresses: charitas@empal.com (H.-j. Kim), ksshin@ewha.ac.kr (K.-s. Shin). 1 Tel.: +82 2 3277 3767; fax: +82 2 3277 2776. 1568-4946/$ see front matter # 2006 Elsevier B.V. All rights reserved. doi:10.1016/j.asoc.2006.03.004

recognition. A major limitation of BPN, however, is that it can learn only an inputoutput mapping of static (or spatial) patterns that are independent of time. To overcome this limitation, two methods applying the time property are proposed: the rst is use of recurrent links; the second is use of time-delayed links. This study investigates the effectiveness of a hybrid approach based on the adaptive time delay neural networks (ATNNs) and the time delay neural networks (TDNNs) with the genetic algorithms (GAs) in detecting temporal patterns for stock market prediction tasks. Since ATNN and TDNN add a memory to the ANN by use of the time-delayed links for each unit, they have one more estimate of the number of time delays in addition to several control variables of the ANN design such as network topologies, the number of hidden nodes, the choice of activation function and so on. To estimate these many aspects of the ATNN and TDNN design, a general method based on trial and error along with various heuristics or statistical techniques is proposed. However, determining the number of time delays or network architectural factors in a stand-alone mode does not guarantee the illuminating improvement of the performance for building the ATNN and TDNN model. Therefore, the suitable

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method to select the number of time delays and network architectural factors simultaneously for ATNN and TDNN is necessary to accurately model the temporal patterns. We apply GAs to support optimization of the number of time delays and network architectural factors at the same time for the ATNN and TDNN model. Our proposed approach is demonstrated by applications to the stock markets prediction domain. The rest of the paper is organized as follows: Section 2 describes previous researches on stock market prediction. Section 3 proposes ANN for a time series property. Section 4 provides a brief description of GAs. Section 5 describes a hybrid approach of ATNN and TDNN using GA (GAATNN and GATDNN, respectively), research data and experiments, and in Section 6, empirical results are summarized and analyzed. In the nal section, conclusions and the limitations of this study are presented. 2. Stock market predictions Discovering patterns and relationships in stock markets has been widely researched for many years. Early studies focused on estimating the level of return on the stock price index. Lee et al. [26] developed an intelligent stock portfolio management system, and attempted to build expert systems by integrating machine learning and expert opinion. One of the earliest studies for stock market prediction using articial intelligence techniques, Kimoto et al. [20] used several learning algorithms and prediction methods for developing a Tokyo Stock Exchange prices index prediction system. They used a modular neural network to learn relationships among market factors. Kamijo and Tanikawa [16] employed the recurrent neural networks (RNNs) for analyzing candlestick charts, and Ahmadi [1] used the back-propagation neural networks with the generalized delta rule to predict the stock market. Kim [19] carried out prediction of the Korean stock market index using RNN, TDNN, ATNN and the time delay recurrent neural network (TDRNN). In [31], three networks, such as TDNN, RNN and the probabilistic neural networks, were compared for low false alarm stock trend predictions utilizing the conjugate gradient and multi-stream extended Kalman lter training. Results indicated that all three networks were feasible, the primary preference being one of convenience. Some researchers investigated the issue of predicting the stock index futures market. Trippi and DeSieno [36] and Choi et al. [5] predicted the daily direction of change in S&P index futures using ANN. Duke and Long [10] executed daily predictions of the German governments bond futures using BPN. Thawornwong and Enke [35] showed that neural network models, including the probabilistic and feed-forward neural networks, for predicting the directions of future excess stock return generated higher prots with lower risks than the buyand-hold strategy, conventional linear regression and the random walk model, given evidence of non-linearity in the nancial market. However, the above studies are focused mainly on applications of ANN to stock market prediction. Recent research tends to include novel factors and to hybridize several

articial intelligence techniques. Hiemstra [14] proposed fuzzy expert systems, and suggested ANN and fuzzy logic to predict stock market returns. Kohara et al. [22] incorporated prior knowledge to improve performance of stock market predictions. Tsaih et al. [37] integrated the rule-based technique and ANN to predict daily directions of change for S&P 500 stock index futures. Leigh et al. [25] predicted the change in the level of the New York Stock Exchange (NYSE) Composite Index after the trading day using the hybrid techniques of machine learning including ANNs and GAs. GAs were used to identify the most useful input variables and the weights for the respective input variables, and hence found the best neural network model to improve the forecasting quality of the neural network forecast. A more recent study by Kim [18] proposed the support vector machines (SVMs) to predicting the stock price index. SVMs are promising methods for the prediction of nancial time series because they use a risk function consisting of the empirical error and a regularized term. In addition, the result of applying SVM in nancial forecasting was compared with BPN and case-based reasoning. The experimental results showed that SVM provided a promising alternative to stock market prediction. Although numerous studies included novel factors in the learning process, some of them did not provide outstanding prediction accuracy, partly because of tremendous noise and non-stationary characteristics in stock market data. Lawrence et al. [24] pointed that it was difcult for high noise data that the networks fell into a naive solution such as always predicting the most common output. Another reason may be local convergence of gradient descent algorithms. Most ANN in prior research employed a gradient descent algorithm to train the network. Alternatively, a time series data mining approach [29] tried to nd hidden patterns within stock market price time series data, and was shown to outperform the market in longer time ranges with bull market conditions [9]. 3. ANN for a time series property Regarding previous studies of time series properties using non-linear dynamics, most forecasting methods are capable only of picking up general trends, and have difculty in modeling cycles. In this study, two methods may be applied to add memory to a feed-forward neural network. The rst is use of recurrent links [11], while the second is use of time-delayed links [4]. ATNN and TDNN are derived by using time-delayed links of the network into a multi-layer feed-forward network, the topology of which grows by on layer at every time step. In addition, the ATNN algorithm for detecting temporal patterns is an extension of the TDNN algorithm. 3.1. Recurrent neural networks Unlike BPN, RNN is permitted to have feedback connections among neurons. Operation of the RNN involves combined use of two network structures that work together, the original recurrent network and the adjoining network. The original

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network is characterized by the forward propagation equation; for a given inputoutput, this network computes the error vector. The adjoining network is characterized by the backward propagation equation; the adjoining network takes the error vector from the original network and uses it to compute adjustments to the synaptic weights of the original network. Due to reliance on feed-forward connections, the standard BPN algorithm suffers from an inability to ll in patterns. Use of the RNN algorithm overcomes the pattern-completion problem by virtue of its inherent feedback connections. Almeida [2] has experimentally conrmed that feedback structures are much better suited to this kind of problem. Feedback connections in the RNN algorithm make it less sensitive to noise and lack of synchronization, and also permit it to learn faster than the BPN algorithm. However, the BPN algorithm is more robust than the RNN algorithm with respect to the choice of a high learning rate parameter [33]. 3.2. Time-delay neural networks TDNN is much more complex than BPN, as it is required to explicitly manage activations by storing delays and backpropagated error signals for each unit and for all time delays [41]. TDNN learns time-based as well as functional relationships that correlate input data with projected neural outputs. TDNN was rst proposed for dealing with speech recognition [39], and is now applied successfully both to speech recognition and phoneme classication. TDNN is described as a multilayer, feed-forward network whose hidden neurons and output neurons are replicated across time. TDNN is made up by units that get an input at the generic time instant t and an output of the previous level units, in which the input at several time steps t 1, t 2, . . ., t n is summed and fully connected with suitable weights. These delayed inputs let the unit know part of the history of the signal at time t, and enable the solution to more complex decision problems, especially time dependent

ones. Training of TDNN takes place through temporal expansion of time delays over the entire input sequence [4]. We consider a neural network with L levels, containing Nl units in each level l. Let us dene the delayed input vector x for unit i pertaining to level l at discrete time t as: xi t xi t; xi t 1; . . . ; xi t T 1 T ; i 1; . . . ; N l

The vector of variable weights with which each input, xi, in the previous layer is multiplied and put as an output to unit j, xj, of level l, is expressed as: w ji w ji 0; w ji 1; . . . ; w ji T 1 T ; j 1 ; . . . ; N l 1 :

The contribution, sji, from unit i to unit j, is given as: s ji t wT ji xi t (1)

The output eld for unit j is a weighted sum of past-delayed values of the input, expressed as: Nl X s j t s ji t (2)
i 1

Named f for the units transfer function, the output of the neuron is given as: (3) x j t f s j t Fig. 1 illustrates an example of the TDNN architecture, where the hidden and output neurons have two and three time delays, respectively (i.e. L = 3, T1 = 2, T2 = 3). For simplicity, only one unit has been shown for each level. Assume that at each instant in time, the target vector of the ith element, di(t), is provided to the networks. Accordingly, the instantaneous error is dened as: ei t di t xi t The total instantaneous squared error is dened as: e2 t
Nl X i1

(4)

e2 i t

(5)

Fig. 1. TDNN algorithm (adapted from Cancelliere and Gemello [4]).

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The total squared error is dened as: e2

T X t 0

e2 t:

(6)

Because training is supervised at each time t, and the net output depends on time delay inputs at times t, t 1, . . ., t T1, the target vector d(t) changes synchronously with the input at each time t. As the output unit has no delay, formulation of the output unit error signal is equal to the error signal of the standard BPN algorithm. The TDNN algorithm differs in the formulation of the error signal of hidden units, whose activations are replicated a number of times equal to the number of delays. 3.3. Adaptive time delay neural networks The TDNN described in the previous section for detecting temporal patterns has two distinct characteristics that is discrete time operation and xed time delays. Because time delays of TDNN are initially xed, and remain constant throughout training, TDNN may have poor performance due to a mismatch between choice of time-delay values and temporal location of important information in the input patterns. In addition, performance may vary depending on the range of the timedelay values. Therefore, TDNN as applied has limitations in its inability to learn or adapt time-delay values. To overcome this limitation, our work also focuses on the ATNN model. This network adapts its time-delay values as well as its weights during training to better accommodate changing temporal patterns, and provides more exibility for optimization tasks.

ATNN, proposed by Lin et al. [27], is more general architecture of temporal back-propagation that permits both time delays and weights to be adapted in a continuous fashion than TDNN that permits only weights to be adapted and time delays are included but are xed [19]. Both of these parameters are assumed to vary continuously with time t. Compared with the contribution of TDNN, the contribution, sji, from unit i to unit j, of ATNN so described in response to the input signal xi(t) is given as: s ji t w ji txi t t ji t (7)

In other words, the TDNN algorithm is obtained from the ATNN algorithm if we xed the time delays of ATNN and applied weight learning without updating time-delay variables. The detailed explanation and proofs of ATNN are contained in the other papers listed in the references [19,27]. Fig. 2 illustrates an example of the ATNN architecture, where both the hidden and output neurons have three time delays. For simplicity, only one unit has been shown for each level. 4. Genetic algorithm techniques GAs are stochastic search techniques that can search large and complicated spaces on the ideas from natural genetics and evolutionary principle [7,12,15]. They have been demonstrated to be effective and robust in searching very large spaces in a wide range of applications [6,13,23,32]. GAs are particularly suitable for multi-parameter optimization problems with an objective function subject to numerous hard and soft constraints. The nancial application of GAs has been

Fig. 2. ATNN algorithm (adapted from Lin et al. [27]).

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successful with growing number of applications in trading system [6,8], stock selection [28], portfolio selection [30], bankruptcy prediction [21] and credit evaluation [32,40]. GAs are distinct from many conventional search algorithms in the following ways [17]: - GAs consider not a single point but many points in the search space simultaneously reducing the chance of converging to local optima; - GAs work directly with strings of characters representing the parameter set, not the parameters themselves; - GAs use probabilistic rules, not deterministic rules, to guide their search. GAs perform the search process in four stages: initialization, selection, crossover and mutation [7,42]. Fig. 3 shows the basic steps of GAs. In the initialization stage, a population of genetic structures, called chromosomes that are randomly distributed in the solution space, is selected as the starting point of the search. After the initialization stage, each chromosome is evaluated using a user-dened tness function. The role of the tness function is to numerically encode the performance of the chromosome. For real-world applications of optimization methods such as GAs, choosing the tness function is the most critical step. The mating convention for reproduction is such that only the high scoring members will preserve and propagate their worthy characteristics from generation to generation and thereby help in continuing the search for an optimal solution. The chromosomes with high performance may be chosen for replication several times, whereas poor-performing structures may not be chosen at all. Such a selective process causes the best-performing chromosomes in the population to occupy an increasingly larger proportion of the population over time. The crossover forms a new offspring between two randomly selected good parents. The crossover operates by swapping corresponding segments of a string representation of the parents

and extends the search for new solution in far-reaching direction. The crossover occurs only with some probability, which is called the crossover rate. There are many different types of crossover that can be performed: the one-point, the two-point and the uniform type [34]. The mutation is a GA mechanism where we randomly choose a member of the population and change one randomly chosen bit in its bit string representation. Although the reproduction and the crossover produce many new strings, they do not introduce any new information into the population at the bit level. If the mutant member is feasible, it replaces the member, which was mutated in the population. The presence of mutation ensures that the probability of reaching any point in the search space is never zero. 5. A hybrid approach for simultaneous optimization in ANN with time-delayed links In this study, we propose a hybrid approach of ATNN and TDNN using GA (GAATNN and GATDNN, respectively), for optimization of the number of time delays and network architectural factors simultaneously to improve the effectiveness of constructing the ATNN and TDNN model. Since ATNN and TDNN use time-delayed links of the network into a multilayer feed-forward network, the topology of which grows by on layer at every time step, it requires one more estimate of the number of time delays to use for each unit in addition to many aspects of the ANN design. A common method to estimate the number of time delays that will be used to build the ATNN and TDNN model is to choose the time lag based on trial and error along with various heuristics. On the other hand, it is possible to extrapolate the dynamics of the series based on the autocorrelation function (ACF) or the average mutual information that describe the correlation of the time difference between x(t) and x(t + T), separated by T time lag. The concept of mutual information is similar to that of the ACF, which is a classical statistical measure of linear dependence in a time series, but mutual information is a measure of general dependence in a time series, which can be applied to any time series. However, the process of mutual information is rather cumbersome computationally. So far, the most popular method to choose the time lag for nonlinear time series analysis is to estimate the slope of the curve of the logarithm of the correlation integral. Considering that to nd an appropriate ANN model that can reect problem characteristics is an art and plays a very important role for the promising performance of an ANN model, a reasonable technique to optimize not only the design of numerous network architectures such as network topologies, the number of hidden nodes, the choice of activation function and so on, but also input selection, learning condition, learning methods and parameters is also necessary. However, determining the number of time delays or network architectural factors in a stand-alone mode does not guarantee the illuminating improvement of the performance for building the neural network model. Therefore, the suitable method to select the number of time delays and network architectural factors

Fig. 3. Basic steps of genetic algorithms.

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simultaneously for ATNN and TDNN is necessary to accurately model the temporal patterns. This study uses the notion of machine learning, an evolutionary search technique, to nd an optimal or near-optimal time lag as well as network architectural factors according to a given task. GAs have been increasingly applied in conjunction with other articial intelligence techniques such as neural networks, rule-based system, fuzzy theory and case-based reasoning. The integration of GAs and neural networks is a rapidly expanding area. Various problems faced by researchers and developers in using neural network can be optimized using GAs [3,25,38,42]. Examples include selecting relevant input variables, searching the weight space, determining the optimal number of hidden layers, nodes and connectivity, and tuning the learning parameters. We apply GAs to learn an optimal and near-optimal set of the number of time delays and network architectural factors at the same time among population searches. By evaluating the tness of different sets of the number of time delays and network architectural factors simultaneously, we may nd good global solutions for the ATNN and TDNN model. Notably, the task of dening a tness function is always application specic. In this study, the objective of the system is to nd the more relevant set of the number of time delays and network architectural factors that can lead to the correct solutions. The ability of GAATNN and GATDNN to achieve these objectives can be represented by the tness function that species how well the set of the number of time delays and network architectural factors decreases the prediction error. We apply the prediction error rate of the test set to the tness function for this study. To calculate the tness of different sets of the number of time delays and network architectural factors, we use the moving window approach for the train, test and validation set extraction method, which is an efcient way to assess accuracy of the ANN model with sequences of inputs over time. This method starts to train on the dened quantity of training records, tests on the subsequent quantity of test records and validates on the subsequent quantity of validation records (i.e. the rst fold). This process moves all records forward by size of the validation set, retrains, retests and revalidates, and continues through all folds until the end of the data set. Then the average mean square error (AMSE) is computed, yielding the averaged value of the mean square error (MSE) of each fold. Research data in this study come from the daily Korea Stock Price Index 200 (KOSPI 200) from January 1997 to December 1999. For the purposes of this study, the representativeness of the 19971999 period of time in the Korean stock market aside, we focus on showing the improvement of the performance of the proposed hybrid approach against comparative models in detecting temporal patterns. The total number of samples includes 833 trading days. In this study, the training set size is 400 records while the test and validation set size is 15 records each. There are 28 resulting folds through this process, and validation records in the last fold are 13 records. The moving window approach used here is illustrated in Fig. 4. We use the value of the stock price index as an input variable and as output variables. At the generic time instant t, we select

Fig. 4. Moving window approach.

Fig. 5. RNN with time lag.

KOSPI 200 at time t as an input variable, and KOSPI at time t + 1 as an output variable. To compare with GAATNN and GATDNN, we also design the standard ATNN and TDNN with a predened number of time delays and the standard RNN with a predened time lag in input neurons, using the slope of the curve of the logarithm of the correlation integral. In addition, the number of hidden neurons in both algorithms is given as 8, and the other conditions are equally controlled to those of GAATNN and GATDNN. Fig. 5 represents the RNN architecture in which we have chosen a time lag of two days. As described above, in this study, GAs search the number of time delays in the input and hidden layers in ATNN and TDNN, which is connection of hidden and output neurons, and the number of hidden neurons for optimization tasks. For an efcient search, we control the following variables: the transfer function for hidden and output neurons is set to the logistic function, and the number of hidden neurons is limited to 8. The number of hidden layers is given as 1. Fitness function we use is to minimize the error of AMSE. We use a population size of 50, a selection rate of 0.5 and a mutation rate of 0.25 for the experiment. Ten generations are used as a stopping condition. The neuro-genetic algorithms software, NeuroGenetic Optimizer (NGO) Version 2.5, is used to execute these processes. 6. Results and analysis To investigate the effectiveness of the integrated approach for building neural networks model for a time series property,

H.-j. Kim, K.-s. Shin / Applied Soft Computing 7 (2007) 569576 Table 1 The optimized architectural factors using GA Methods Number of hidden neurons 8 5 Number of connection of hidden neurons 7 4 Number of connection of output neurons 3 2

575

Table 3 F-Test result for the comparison of the difference between models (F-values) GATDNN GAATNN GATDNN ATNN TDNN
***

ATNN 1.21 1.18***

***

TDNN 1.57 1.52*** 1.29***

***

RNN 2.19*** 2.12*** 1.80*** 1.40***

1.03

GAATNN GATDNN

Signicant at 1%.

Fig. 6. Function of dimension.

we set GAs to search the optimal set of the number of time delays and network architectural factors simultaneously in ATNN and TDNN. The derived results by this genetic search are summarized in Table 1. To reduce the impact of random variation in GAs search processes, we replicate the experiment several times and suggest the best networks found in each model. The optimized GAATNN and GATDNN models are compared with the standard ATNN, TDNN and RNN with the predened number of time delays and the time lag, respectively. These predened values of the standard ATNN, TDNN and RNN are independently obtained by estimating the slope of the curve of the logarithm of the correlation integral as shown in Fig. 6. The embedding dimension can be chosen as 6, which indicates that we have to train on ve successive stock price indices for predicting the sixth value. In order to compare the enhancement of GAATNN and GATDNN with the standard ATNN, TDNN and RNN, the mean square error, which is the metric used in this experiment, of each network is calculated between the predicted and actual neural outputs. Comparative methods are represented as the benchmark to verify the application of the proposed model to the domain. Test results are summarized in Table 2. F -Test results of the predictive performance between the GA-based models and the comparative models are summarized in Table 3. If the F -value is signicantly large or small, it is probable that a performance difference exists between the models.
Table 2 The measure of accuracy Methods GAATNN GATDNN ATNN TDNN RNN MSE 3.38 3.49 4.11 5.30 7.40

On the whole, the MSE of the derived GAATNN and GA TDNN from the genetic search process is smaller than that of the standard ATNN, TDNN and RNN. As the F -tests show, the GAATNN and GATDNN models outperform more signicantly than the standard ATNN, TDNN and RNN at 1% statistical signicance level. The results of F -test support that the GA-based models signicantly perform better than the standard ATNN, TDNN and RNN. Specically, the MSE of the GAATNN that adapts its time-delay values as well as its weights during training is the smallest among other comparative error values; however, predictive abilities of the GA ATNN and GATDNN model are signicantly indifferent from each other. It also appears that the standard ATNN outperforms the standard TDNN and RNN with signicant levels, and the standard TDNN outperforms the standard RNN with signicant levels. Based on these empirical results, we conclude that the optimization of the number of time delays and network architectural factors simultaneously plays an important role in improving the performance of the ATNN and TDNN model as well as the effectiveness of constructing the ATNN and TDNN model. The overall result shows that the integrated GAATNN and GATDNN approach proposed for this study performs better than the standard ATNN, TDNN and RNN to reect temporal patterns. 7. Conclusions This study investigates the effectiveness of a hybrid approach with ATNN and TDNN using GAs for the time dependent prediction domain. By evaluating the tness of different sets of the number of time delays and network architectural factors at the same time, we may nd good global solutions for the ATNN and TDNN model. Results show that the accuracy of GAATNN and GATDNN is higher than that of the standard ATNN, TDNN and RNN. Our study has the following limitations that need further research. First of all, it is computational complexity to obtain optimal sets of the number of time delays and network architectural factors at the same time for a hybrid approach with ATNN and TDNN using GAs. Learning of ATNN or TDNN itself is very heavy in computational requirements, and besides, GAATNN and GATDNN iterate the ATNN and TDNN learning process whenever genetic evolution occurs. Therefore, the efforts to make a hybrid approach with ATNN and TDNN using GAs more efcient should be followed in the future to apply the proposed hybrid approach to the real world problems. Second, although a hybrid approach with ATNN and TDNN

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using GAs intends to optimize the number of time delays and network architectural factors simultaneously and to select feature subsets, we have controlled some variables for search efciency, such as transfer function and number of hidden layers. However, there are an innite number of possible combinations with these control variables. In setting up the GAs optimization problem, we have selected several parameters such as stopping condition, population size, crossover rate, mutation rate and so on. Their values of these parameters can greatly inuence the performance of the algorithm, and can generate a lot of groups for our general result. References
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