Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds.
Georgios SermpinisCharalampos StasinakisArman HassanniakalagerPublished in: Eur. J. Oper. Res. (2017)
Keyphrases
- support vector regression
- locally weighted
- regression model
- forecasting accuracy
- hybrid model
- support vector
- support vector machine
- forecasting model
- support vector machine svm
- linear regression
- support vector classification
- naive bayes
- kernel function
- load forecasting
- autoregressive conditional heteroscedasticity
- regression problems
- prediction model
- model selection
- computer vision
- feature vectors
- image processing