A Hybrid Algorithm for Forecasting Financial Time Series Data Based on DBSCAN and SVR.
Mengxing HuangQili BaoYu ZhangWenlong FengPublished in: Inf. (2019)
Keyphrases
- hybrid algorithm
- support vector regression
- financial time series
- stock market
- financial data
- particle swarm optimization
- clustering algorithm
- stock price
- simulated annealing
- ant algorithm
- forecasting model
- tabu search
- density based clustering
- kernel function
- foreign exchange
- regression model
- support vector
- artificial bee colony algorithm
- ant colony optimization
- optimal solution
- support vector machine svm
- k means
- genetic algorithm
- hybrid method
- hybrid optimization algorithm
- particle swarm optimization pso
- particle swarm algorithm
- optimization method
- differential evolution
- hybrid algorithms
- clustering method
- support vector machine
- portfolio optimization
- density based clustering algorithm
- ant colony optimization algorithm
- initial population
- hybrid particle swarm optimization
- data clustering
- short term
- standard test problems
- imperialist competitive algorithm
- financial markets
- optimal parameters
- multi objective
- multivariate time series
- artificial neural networks
- evolutionary algorithm
- scheduling problem