A strength-biased prediction model for forecasting exchange rates using support vector machines and genetic algorithms.
Mustafa Onur ÖzorhanIsmail Hakki TorosluOnur Tolga SehitogluPublished in: Soft Comput. (2017)
Keyphrases
- prediction model
- exchange rate
- genetic algorithm
- neural network
- foreign exchange
- regression model
- financial time series
- multi objective
- stock price
- simulated annealing
- fitness function
- response surface methodology
- fuzzy logic
- forecasting model
- wavelet neural network
- long run
- currency exchange
- evolutionary algorithm
- bp neural network
- predictive model
- risk aversion
- stepwise regression
- artificial neural networks
- genetic algorithm ga
- exponential smoothing
- particle swarm optimization pso
- financial markets
- software reliability
- bp network
- fault diagnosis
- support vector machine
- customer churn
- machine learning