A hybrid stock selection model using genetic algorithms and support vector regression

Applied Soft Computing Journal

Volumn 12, Issue 2, 2012, Pages 807-818

  Huang, Chien Feng ^a  

^a NATIONAL UNIVERSITY OF KAOHSIUNG   (Taiwan)

Author keywords

Feature selection; Genetic algorithms; Model validation; Parameter optimization; Stock selection; Support vector regression

Indexed keywords

EFFECTIVE SOLUTION; FINANCIAL TIME SERIES; HISTORICAL DATA; INPUT VARIABLES; INVESTMENT RETURNS; MODEL PARAMETERS; MODEL VALIDATION; MULTI OBJECTIVE; OPTIMAL SUBSETS; PARAMETER OPTIMIZATION; PORTFOLIO MANAGEMENTS; QUANTITATIVE MODELS; RESEARCH AND APPLICATION; RISK REDUCTIONS; STOCK RETURNS; STOCK SELECTIONS; SUPPORT VECTOR REGRESSION; SUPPORT VECTOR REGRESSIONS;

FEATURE EXTRACTION; FINANCIAL DATA PROCESSING; GENETIC ALGORITHMS; MATHEMATICAL MODELS; MULTIOBJECTIVE OPTIMIZATION; REGRESSION ANALYSIS; RESEARCH; SOFT COMPUTING; TIME SERIES;

INVESTMENTS;

EID: 84655163231     PISSN: 15684946     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asoc.2011.10.009     Document Type: Article

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