Improving Regression Models Using Simulated Annealing for Stock Market Speculation.
Hana JamaliOmar BencharefAbdellah NabajiKhalid El HousniZahra AsebriyPublished in: WorldCIST (1) (2018)
Keyphrases
- stock market
- regression model
- simulated annealing
- short term
- financial time series
- model selection
- stock exchange
- regression methods
- stock price
- prediction model
- stock trading
- listed companies
- trading rules
- regression analysis
- stock data
- stock index futures
- genetic algorithm
- linear model
- financial data
- financial markets
- stock market data
- target variable
- explanatory variables
- support vector regression
- stock returns
- interval valued data
- chinese stock market
- survival analysis
- evolutionary algorithm
- financial news
- multivariate regression
- support vector
- regression trees
- data mining
- regression method