Using least square support vector regression with genetic algorithm to forecast beta systematic risk.
Fong-Ching YuanChao-Hui LeePublished in: J. Comput. Sci. (2015)
Keyphrases
- support vector regression
- least squares
- genetic algorithm
- forecasting model
- forecasting accuracy
- load forecasting
- optimal parameters
- artificial neural network models
- regression model
- hybrid model
- support vector
- response surface methodology
- singular spectrum analysis
- generalized regression neural network
- back propagation neural network
- kernel function
- support vector machine svm
- hybrid genetic
- support vector machine
- extreme learning machine
- kernel learning
- fitness function
- support vector classification
- multi objective
- optical flow
- evolutionary algorithm
- linear regression
- wavelet neural network
- data sets
- short term
- decision trees
- nonlinear regression
- text classification
- hidden markov models
- artificial neural networks
- computer vision
- box jenkins
- neural network