Hybridizing nonlinear independent component analysis and support vector regression with particle swarm optimization for stock index forecasting.
Chi-Jie LuPublished in: Neural Comput. Appl. (2013)
Keyphrases
- support vector regression
- independent component analysis
- particle swarm optimization
- principal component analysis
- pso algorithm
- independent components
- regression model
- hybrid model
- factor analysis
- signal processing
- support vector
- blind source separation
- support vector machine svm
- garch model
- kernel function
- multi objective
- stock market
- forecasting model
- stock exchange
- stock price
- autoregressive conditional heteroscedasticity
- support vector machine
- differential evolution
- trading systems
- bp neural network
- nearest neighbor
- feature space
- computer vision
- portfolio management
- learning algorithm
- genetic algorithm