Forecasting the TAIEX Based on Fuzzy Time Series, PSO Techniques and Support Vector Machines.
Shyi-Ming ChenPei-Yuan KaoPublished in: ACIIDS (1) (2013)
Keyphrases
- stock index
- stock market
- garch model
- support vector
- stock exchange
- stock price
- empirical analysis
- financial markets
- financial time series
- learning machines
- trading systems
- large margin classifiers
- particle swarm optimization pso
- particle swarm optimization
- multivariate time series
- particle swarm optimizer
- short term
- support vector regression
- forecasting accuracy
- particle swarm optimization algorithm
- dow jones
- support vector machine
- bp neural network
- pso algorithm
- exchange rate
- non stationary
- weather forecasting
- financial data
- multi objective
- neural network
- kernel function
- exponential smoothing
- portfolio selection
- portfolio optimization
- arma model
- portfolio management
- historical data
- optimization algorithm
- empirical studies
- fuzzy sets
- fuzzy logic
- feature selection