Volatility modelling and prediction by hybrid support vector regression with chaotic genetic algorithms.
Phichhang OuHengshan WangPublished in: Int. Arab J. Inf. Technol. (2014)
Keyphrases
- support vector regression
- autoregressive conditional heteroscedasticity
- genetic algorithm
- hybrid model
- financial time series
- load forecasting
- forecasting accuracy
- regression model
- artificial neural networks
- support vector
- support vector machine svm
- prediction model
- hybrid genetic
- response surface methodology
- evolutionary algorithm
- neural network
- kernel function
- non stationary
- support vector classification
- fuzzy logic
- extreme learning machine
- multi objective
- back propagation neural network
- prediction error
- ann models
- simulated annealing
- singular spectrum analysis
- image processing
- forecasting model
- stock price
- machine learning
- stock market
- wavelet frame
- pattern recognition