TAIEX forecasting based on fuzzy time series, particle swarm optimization techniques and support vector machines.
Shyi-Ming ChenPei-Yuan KaoPublished in: Inf. Sci. (2013)
Keyphrases
- stock index
- particle swarm
- stock market
- garch model
- empirical analysis
- support vector
- stock exchange
- optimization methods
- financial markets
- stock price
- financial time series
- particle swarm optimization
- optimization method
- particle swarm algorithm
- particle swarm optimization algorithm
- large margin classifiers
- portfolio management
- swarm intelligence
- multi objective
- trading systems
- evolutionary algorithm
- optimisation problems
- multivariate time series
- short term
- pso algorithm
- portfolio optimization
- optimization strategy
- genetic algorithm
- binary particle swarm optimization
- weather forecasting
- hybrid optimization algorithm
- empirical studies
- optimization problems
- differential evolution
- fitness function
- theoretical analysis
- financial data
- fuzzy sets
- hybrid algorithm
- global optimization
- non stationary
- feature selection
- optimization algorithm
- dow jones
- neural network
- simulated annealing
- historical data
- transaction costs
- particle swarm optimization pso
- sar images
- support vector regression