Support vector regression with chaos-based firefly algorithm for stock market price forecasting.
Ahmad KazemEbrahim SharifiFarookh Khadeer HussainMorteza SaberiOmar Khadeer HussainPublished in: Appl. Soft Comput. (2013)
Keyphrases
- support vector regression
- stock market
- firefly algorithm
- forecasting accuracy
- short term
- convergence speed
- long term
- filter design
- support vector
- regression model
- hybrid model
- stock price
- support vector machine svm
- kernel function
- financial time series
- support vector machine
- stock index futures
- financial data
- forecasting model
- electricity markets
- financial markets
- feature extraction
- metaheuristic
- convergence rate
- non stationary
- model selection
- multi objective
- training data