A hybrid particle swarm optimization and support vector regression model for financial time series forecasting- Empirical results from Nikkei 225 Index and Taiwan Stock Exchange Capitalization Weighted Stock Index
碩士 === 輔仁大學 === 管理學研究所 === 95 === Support vector regression (SVR) is a promising method for the prediction of financial time series data because of the risk function consisting of the empirical error and a regularized term derived from the structural risk minimization principle. However, organized a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19451223085652409197 |