A novel hybrid method based on kernel-free support vector regression for stock indices and price forecasting.
Junliang ZhengYe TianJian LuoTao HongPublished in: J. Oper. Res. Soc. (2023)
Keyphrases
- support vector regression
- hybrid method
- kernel function
- support vector machine
- kernel learning
- support vector
- forecasting accuracy
- kernel methods
- hybrid algorithm
- support vector machine svm
- feature space
- hybrid model
- kernel matrix
- stock market
- support vector classification
- regression model
- nonlinear regression
- wavelet frame
- response surface methodology
- stock price
- forecasting model
- load forecasting
- multiple kernel
- radial basis function
- classification accuracy
- machine learning
- decision trees
- neural network