Forecasting long-term stock prices of global indices: A forward-validating Genetic Algorithm optimization approach for Support Vector Regression.
Mohit BeniwalArchana SinghNand KumarPublished in: Appl. Soft Comput. (2023)
Keyphrases
- support vector regression
- stock price
- long term
- genetic algorithm
- short term
- stock market
- forecasting model
- support vector
- financial time series
- hybrid model
- kernel function
- regression model
- financial time series forecasting
- forecasting accuracy
- exchange rate
- optimization algorithm
- dow jones
- load forecasting
- multi objective
- support vector machine svm
- financial markets
- non stationary
- stock exchange
- portfolio optimization
- support vector machine
- investment strategies
- evolutionary algorithm
- support vector classification
- historical data
- financial data
- neural network
- learning algorithm
- singular spectrum analysis
- news articles
- multiscale
- artificial neural network models
- multiresolution