Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting

Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting

Highly accurate interval forecasting of a stock price index is fundamental to successfully making a profit when making investment decisions, by providing a range of values rather than a point estimate. In this study, we investigate the possibility of forecasting an interval-valued stock price index series over short and long horizons using multi-output support vector regression (MSVR). Furtherm...

Multiple - output support vector regression with a firefly algorithm for 1 interval - valued stock price index forecasting

6 Highly accurate interval forecasting of a stock price index is fundamental to 7 successfully making a profit when making investment decisions, by providing a range 8 of values rather than a point estimate. In this study, we investigate the possibility of 9 forecasting an interval-valued stock price index series over short and long horizons 10 using multi-output support vector regression (MSVR...

Support vector regression with chaos-based firefly algorithm for stock market price forecasting

Due to the inherent non-linearity and non-stationary characteristics of financial stock market price time series, conventional modeling techniques such as the Box–Jenkins autoregressive integrated moving average (ARIMA) are not adequate for stock market price forecasting. In this paper, a forecasting model based on chaotic mapping, firefly algorithm, and support vector regression (SVR) is propo...

A multiple-kernel support vector regression approach for stock market price forecasting

Support vector regression has been applied to stock market forecasting problems. However, it is usually needed to tune manually the hyperparameters of the kernel functions. Multiple-kernel learning was developed to deal with this problem, by which the kernel matrix weights and Lagrange multipliers can be simultaneously derived through semidefinite programming. However, the amount of time and sp...

Tehran Stock Price Modeling and Forecasting Using Support Vector Regression (SVR) and Its Comparison with the Classic Model ARIMA