Stock Return Forecast with LS-SVM and Particle Swarm Optimization.
Wei ShenYunyun ZhangXiaoyong MaPublished in: BIFE (2009)
Keyphrases
- ls svm
- particle swarm optimization
- least squares support vector machine
- least squares
- pso algorithm
- cross validation
- multi objective
- support vector machine
- bp neural network
- stock market
- variable selection
- differential evolution
- prediction model
- generalization ability
- rbf neural network
- particle swarm
- support vector
- particle swarm optimization pso
- convergence speed
- hyperparameters
- genetic algorithm
- correlation coefficient
- parameter estimation
- radial basis function
- improved algorithm
- test set
- probabilistic model