Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting.
Tao XiongYukun BaoZhongyi HuPublished in: Knowl. Based Syst. (2014)
Keyphrases
- support vector regression
- stock price
- interval valued
- multiple output
- firefly algorithm
- real valued
- fuzzy sets
- stock market
- multiple input
- convergence speed
- group decision making
- partially ordered
- exchange rate
- non stationary
- representation scheme
- regression model
- financial time series
- historical data
- support vector
- support vector machine svm
- hybrid model
- kernel function
- garch model
- financial data
- image processing
- multi objective
- news articles
- metaheuristic
- differential evolution
- knowledge base
- data analysis