Evolving least squares support vector machines for stock market trend mining

IEEE Transactions on Evolutionary Computation

Volumn 13, Issue 1, 2009, Pages 87-102

  Yu, Lean ^a,b   Chen, Huanhuan ^c   Wang, Shouyang ^a   Lai, Kin Keung ^b  

^a INSTITUTE OF SYSTEMS SCIENCE   (China)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^c UNIVERSITY OF BIRMINGHAM   (United Kingdom)

Author keywords

Artificial neural networks (ANNs); Evolutionary algorithms (EAs); Feature selection; Genetic algorithm (GA); Least squares support vector machine (LSSVM); Mixed kernel; Parameter optimization; Statistical models; Stock market trend mining

Indexed keywords

ALGORITHMS; BACKPROPAGATION; CURVE FITTING; EDUCATION; FORECASTING; GEARS; GENETIC ALGORITHMS; IMAGE RETRIEVAL; LEARNING ALGORITHMS; LEAST SQUARES APPROXIMATIONS; MARKETING; MULTILAYER NEURAL NETWORKS; NEURAL NETWORKS; OPTIMIZATION; PARAMETER ESTIMATION; STRUCTURAL OPTIMIZATION; SUPPORT VECTOR MACHINES; VECTORS;

ARTIFICIAL NEURAL NETWORKS (ANNS); EVOLUTIONARY ALGORITHMS (EAS); FEATURE SELECTION; GENETIC ALGORITHM (GA); LEAST SQUARES SUPPORT VECTOR MACHINE (LSSVM); MIXED KERNEL; PARAMETER OPTIMIZATION; STATISTICAL MODELS; STOCK MARKET TREND MINING;

EVOLUTIONARY ALGORITHMS;

EID: 59749093654     PISSN: 1089778X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TEVC.2008.928176     Document Type: Article

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