Improved v -Support vector regression model based on variable selection and brain storm optimization for stock price forecasting.
Jianzhou WangRu HouChen WangLin ShenPublished in: Appl. Soft Comput. (2016)
Keyphrases
- variable selection
- support vector regression
- stochastic search
- forecasting accuracy
- cross validation
- input variables
- regression model
- high dimensional
- model selection
- kernel function
- support vector
- hybrid model
- support vector machine svm
- short term
- support vector machine
- support vector classification
- ls svm
- sparsity inducing
- forecasting model
- dimension reduction
- kernel learning
- nonlinear regression
- long term
- high dimensional data
- dimensionality reduction
- principal component analysis
- feature selection
- computer vision