Sliding-Window Forecasting of Foreign Exchange Rates with Nature-inspired Metaheuristic Optimization-based Least Squares Support Vector Regression

碩士 === 國立臺灣科技大學 === 營建工程系 === 104 === The forecasting of exchange rates has become a challenging area of research that has attracted many researchers over recent years. This work presents a sliding-window metaheuristic optimization-based forecast system for one-step ahead forecasting. The proposed s...

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Bibliographic Details
Main Author: Truong Thi Thu Ha
Other Authors: Jui-Sheng Chou
Format: Others
Language:en_US
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/02418595033041254080