Improved v -Support vector regression model based on variable selection and brain storm optimization for stock price forecasting

Applied Soft Computing Journal

Volumn 49, Issue , 2016, Pages 164-178

  Wang, Jianzhou ^a   Hou, Ru ^b   Wang, Chen ^b   Shen, Lin ^b  

^a DONGBEI UNIVERSITY OF FINANCE AND ECONOMICS   (China)

^b LANZHOU UNIVERSITY   (China)

Author keywords

Brain storm optimization; Data pre analysis; Forecasting validity; Stock price index; v Support vector regression

Indexed keywords

BIG DATA; COMMERCE; COSTS; DATA HANDLING; DATA MINING; FINANCIAL MARKETS; FORECASTING; OPTIMIZATION; REGRESSION ANALYSIS; STORMS; TIME SERIES; TIME SERIES ANALYSIS; WEATHER FORECASTING;

DATA PRE-ANALYSIS; EFFECTIVENESS AND EFFICIENCIES; SHENZHEN STOCK EXCHANGES; STOCK PRICE; STOCK PRICE FORECASTING; SUPPORT VECTOR REGRESSION (SVR); TIME SERIES FORECASTING; V-SUPPORT VECTOR REGRESSIONS;

PRINCIPAL COMPONENT ANALYSIS;

EID: 84983770652     PISSN: 15684946     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asoc.2016.07.024     Document Type: Article

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