Semi-parametric Smoothing Regression Model Based on GA for Financial Time Series Forecasting.
Lingzhi WangPublished in: ACIIDS (3) (2012)
Keyphrases
- semi parametric
- financial time series forecasting
- regression model
- genetic algorithm ga
- financial time series
- genetic algorithm
- regression problems
- support vector regression
- least squares
- density estimation
- statistical inference
- linear model
- parametric models
- stock market
- constrained optimization
- genetic programming
- long term
- evolutionary algorithm
- input space
- linear regression
- cross validation
- decision trees