A Hybrid Model for S&P500 Index Forecasting.
Ricardo de A. AraújoAdriano L. I. OliveiraSilvio R. L. MeiraPublished in: ICANN (2) (2012)
Keyphrases
- hybrid model
- forecasting accuracy
- support vector regression
- stock index
- arima model
- stock market
- stock exchange
- artificial neural networks
- financial time series
- financial markets
- hybrid models
- back propagation neural network
- support vector machine svm
- short term
- database
- load forecasting
- data sets
- neural network
- computer vision
- image processing
- similarity measure
- regression model
- index structure
- text mining