Continuous ant colony optimization algorithms in a support vector regression based financial forecasting model.
Wei-Chiang HongYu-Fen ChenPeng-Wen ChenYi-Hsuan YehPublished in: ICNC (1) (2007)
Keyphrases
- forecasting model
- ant colony optimization algorithm
- support vector
- stock index futures
- support vector regression
- short term
- ls svm
- bp neural network
- stock market
- generalization ability
- long term
- ant colony optimization
- ant colony algorithm
- prediction model
- support vector machine
- kernel function
- classification accuracy
- decision making
- swarm intelligence
- feature selection
- traveling salesman problem
- least squares
- radial basis function
- convergence speed
- combinatorial optimization
- evolutionary computation
- variable selection
- stock price
- regression model
- k nearest neighbor
- aco algorithm
- simulated annealing