Forecasting Stock Market with Support Vector Regression and Butterfly Optimization Algorithm.
Mohammadreza GhanbariHamidreza ArianPublished in: CoRR (2019)
Keyphrases
- optimization algorithm
- support vector regression
- stock market
- financial time series
- multi objective
- short term
- forecasting accuracy
- forecasting model
- optimization method
- particle swarm optimization pso
- stock exchange
- support vector
- trading rules
- financial data
- stock price
- hybrid model
- support vector machine svm
- regression model
- differential evolution
- kernel function
- financial markets
- long term
- foreign exchange
- portfolio optimization
- garch model
- stock index futures
- global optima
- trading strategies
- support vector classification
- evolutionary algorithm
- pattern recognition
- learning algorithm
- neural network