Financial time series forecasting using independent component analysis and support vector regression.
Chi-Jie LuTian-Shyug LeeChih-Chou ChiuPublished in: Decis. Support Syst. (2009)
Keyphrases
- financial time series forecasting
- support vector regression
- regression model
- support vector
- support vector machine svm
- hybrid genetic
- hybrid model
- kernel function
- response surface methodology
- support vector classification
- wavelet frame
- extreme learning machine
- image sequences
- support vector machine
- nearest neighbor
- data sets
- forecasting accuracy
- learning algorithm