Financial time series forecasting using LPP and SVM optimized by PSO.
Zhiqiang GuoHuaiqing WangQuan LiuPublished in: Soft Comput. (2013)
Keyphrases
- financial time series forecasting
- support vector machine svm
- support vector
- particle swarm optimization pso
- support vector regression
- financial time series
- particle swarm optimization
- pso algorithm
- optimal parameters
- support vector machine
- particle swarm optimization algorithm
- svm classifier
- particle swarm optimisation
- particle swarm optimizer
- feature selection
- dimensionality reduction
- locality preserving projections
- feature space
- kernel function
- training set
- training data
- optimization algorithm
- multi objective
- feature vectors
- candidate pruning
- face recognition
- differential evolution
- machine learning
- principal component analysis
- multi class
- knn
- temporal data
- multi class classification
- text categorization
- genetic algorithm