A support vector machine based MSM model for financial short-term volatility forecasting.
Baohua WangHejiao HuangXiaolong WangPublished in: Neural Comput. Appl. (2013)
Keyphrases
- short term
- long term
- forecasting model
- stock market
- short term and long term
- financial time series
- stock index futures
- electric load forecasting
- mathematical model
- hybrid model
- medium term
- garch model
- long term memory
- prediction model
- computational model
- learning algorithm
- artificial neural networks
- neural network model
- short term prediction