Fuzzy support vector regression model for forecasting stock market volatility.

Published in: J. Intell. Fuzzy Syst. (2016)

Keyphrases

stock market
financial time series
support vector regression
garch model
forecasting model
hybrid model
short term
stock index futures
foreign exchange
regression model
stock index
portfolio optimization
stock price
exchange rate
technical indicators
trading rules
data sets
feature extraction
neural network