Financial time series forecasting using Simulated Annealing and Support Vector Regression.
Juan Javier González-ManchaJuan Frausto SolísGuadalupe Castilla ValdezJesús David Terán VillanuevaJuan Javier González BarbosaPublished in: Int. J. Comb. Optim. Probl. Informatics (2017)
Keyphrases
- financial time series forecasting
- support vector regression
- simulated annealing
- genetic algorithm
- regression model
- evolutionary algorithm
- hybrid model
- support vector
- response surface methodology
- support vector classification
- kernel function
- support vector machine
- extreme learning machine
- singular spectrum analysis
- hybrid genetic
- support vector machine svm
- wavelet frame
- genetic algorithm ga
- short term
- global minimum
- decision trees
- feature selection