Automatic optimized support vector regression for financial data prediction.
Dana SimianFlorin StoicaAlina BarbulescuPublished in: Neural Comput. Appl. (2020)
Keyphrases
- support vector regression
- financial data
- financial time series
- stock market
- regression model
- load forecasting
- stock trading
- bankruptcy prediction
- support vector
- response surface methodology
- prediction model
- forecasting accuracy
- hybrid model
- hybrid genetic
- stock price
- kernel function
- support vector classification
- stock exchange
- support vector machine svm
- singular spectrum analysis
- support vector machine
- credit risk
- financial information
- financial statements
- credit card
- ann models
- pattern recognition
- financial ratios
- machine learning
- non stationary
- wavelet frame