Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting.
Tao XiongYukun BaoZhongyi HuPublished in: CoRR (2014)
Keyphrases
- support vector regression
- stock price
- interval valued
- multiple output
- firefly algorithm
- fuzzy sets
- real valued
- stock market
- multiple input
- partially ordered
- convergence speed
- non stationary
- group decision making
- exchange rate
- financial time series
- support vector
- regression model
- garch model
- hybrid model
- financial data
- kernel function
- historical data
- news articles
- support vector machine svm
- representation scheme
- support vector machine
- rough sets
- partial order
- short term
- convergence rate
- data mining
- metaheuristic
- computational intelligence
- multi objective
- artificial neural networks
- association rules
- expert systems
- pattern recognition
- machine learning