Forecasting IBEX-35 moves using support vector machines.
Christian L. DunisRafael RosilloDavid de la FuenteRaúl PinoPublished in: Neural Comput. Appl. (2013)
Keyphrases
- short term
- learning to classify
- weather forecasting
- exchange rate
- long term
- support vector regression
- crude oil
- financial time series
- elman neural network
- forecast models
- grey model
- electricity consumption
- autoregressive model
- real world
- forecasting model
- prediction model
- multiresolution
- load forecasting
- garch model
- failure prediction
- early warning
- evolutionary algorithm
- search engine