Quantum-minimized BWGC/NGARCH approach to financial time series forecast.
Bao Rong ChangHsiu Fen TsaiPublished in: Neurocomputing (2009)
Keyphrases
- autoregressive conditional heteroscedasticity
- financial time series
- support vector regression
- financial time series forecasting
- hybrid model
- grey model
- stock market
- forecasting accuracy
- forecasting model
- financial data
- residual errors
- stock price
- support vector
- short term
- quadratic optimization
- non stationary
- stock exchange
- regression model
- back propagation neural network
- exponential smoothing
- turning points
- exchange rate
- multivariate time series
- artificial neural networks
- kernel function
- support vector machine svm
- feature extraction
- long term
- genetic algorithm
- data mining
- text classification
- information extraction
- support vector machine