A hybrid model for financial time-series forecasting based on mixed methodologies.
Zhidan LuoWei GuoQingfu LiuZhengjun ZhangPublished in: Expert Syst. J. Knowl. Eng. (2021)
Keyphrases
- hybrid model
- financial time series forecasting
- support vector regression
- financial time series
- artificial neural networks
- hybrid models
- regression model
- support vector machine svm
- support vector
- back propagation neural network
- forecasting accuracy
- feature selection
- multivariate time series
- load forecasting
- data mining
- non stationary
- stock market
- data sets