A two-stage architecture for stock price forecasting by integrating self-organizing map and support vector regression

A two-stage architecture for stock price forecasting by combining SOM and fuzzy-SVM

This paper proposed a model to predict the stock price based on combining Self-Organizing Map (SOM) and fuzzy – Support Vector Machines (f-SVM). Extraction of fuzzy rules from raw data based on the combining of statistical machine learning models is the base of this proposed approach. In the proposed model, SOM is used as a clustering algorithm to partition the whole input space into several di...

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

Integration of genetic fuzzy systems and artificial neural networks for stock price forecasting

Stock market prediction is regarded as a challenging task in financial time-series forecasting. The central idea to successful stock market prediction is achieving best results using minimum required input data and the least complex stock market model. To achieve these purposes this article presents an integrated approach based on genetic fuzzy systems (GFS) and artificial neural networks (ANN)...

A hybrid SOFM-SVR with a filter-based feature selection for stock market forecasting

Stock market price index prediction is regarded as a challenging task of the financial time series prediction process. Support vector regression (SVR) has successfully solved prediction problems in many domains, including the stock market. This paper hybridizes SVR with the self-organizing feature map (SOFM) technique and a filter-based feature selection to reduce the cost of training time and ...

An Enhanced Support Vector Regression Model for Weather Forecasting

An attempt is made in this paper to develop an Enhanced Support Vector Regression (ESVR ) model with more un-interpretable kernel functions in the domain of forecasting the weather conditions. Every predicate model takes input data set parameters, processing with in specified levels of classification into variable sets and countered with a variable set reduction to reach the decision of predict...