Using least square support vector regression with genetic algorithm to forecast beta systematic risk

Journal of Computational Science

Volumn 11, Issue , 2015, Pages 26-33

  Yuan, Fong Ching ^a   Lee, Chao Hui ^a  

^a YUAN ZE UNIVERSITY   (Taiwan)

Author keywords

Artificial neural network; Beta forecasting; Capital asset pricing model; Genetic algorithm; Least squares support vector regression

Indexed keywords

ALGORITHMS; ECONOMICS; FINANCIAL MARKETS; FORECASTING; GENETIC ALGORITHMS; INVESTMENTS; NEURAL NETWORKS; REGRESSION ANALYSIS;

BETA COEFFICIENTS; CAPITAL ASSET PRICING MODEL; CORPORATE FINANCE; FINANCIAL STATEMENTS; LEAST SQUARE SUPPORT VECTOR REGRESSIONS; LEAST SQUARES SUPPORT VECTOR REGRESSION; LEAST-SQUARE REGRESSION ALGORITHMS; PORTFOLIO MANAGERS;

ELECTRONIC TRADING;

EID: 84940757656     PISSN: 18777503     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jocs.2015.08.004     Document Type: Article

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