A stock selection algorithm hybridizing grey wolf optimizer and support vector regression.
Meng LiuKaiping LuoJunhuan ZhangShengli ChenPublished in: Expert Syst. Appl. (2021)
Keyphrases
- selection algorithm
- support vector regression
- forecasting model
- stock market
- selection scheme
- prototype selection
- regression model
- kernel function
- support vector
- hybrid model
- resource selection
- extreme learning machine
- optimization algorithm
- support vector machine svm
- support vector machine
- search algorithm
- feature subset selection
- forecasting accuracy
- hybrid genetic
- support vector classification
- response surface methodology
- feature subset
- wavelet frame
- stock price
- data sets
- image processing
- feature selection
- short term
- nonlinear regression
- motion estimation
- long term
- objective function
- feature extraction