Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms - Support vector regression forecast combinations.
Georgios SermpinisCharalampos StasinakisKonstantinos A. TheofilatosAndreas S. KarathanasopoulosPublished in: Eur. J. Oper. Res. (2015)
Keyphrases
- exchange rate
- support vector regression
- foreign exchange
- currency exchange
- forecasting accuracy
- forecasting model
- genetic algorithm
- financial time series
- load forecasting
- regression model
- financial time series forecasting
- support vector
- artificial neural network models
- stock price
- support vector classification
- financial markets
- support vector machine svm
- hybrid model
- support vector machine
- response surface methodology
- evolutionary algorithm
- neural network
- hybrid genetic
- kernel function
- early warning
- pattern recognition
- singular spectrum analysis
- long run
- artificial neural networks
- machine learning
- back propagation neural network
- modeling method
- bp neural network
- short term