A generalized financial time series forecasting model based on automatic feature engineering using genetic algorithms and support vector machine

2018 International Joint Conference on Neural Networks (IJCNN) ◽

10.1109/ijcnn.2018.8489034 ◽

2018 ◽

Author(s):

Norberto Ritzmann Junior ◽

Julio Cesar Nievola

Keyword(s):

Time Series ◽

Support Vector Machine ◽

Genetic Algorithms ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Forecasting Model ◽

Feature Engineering ◽

Financial Time ◽

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Financial Time Series Forecasting Using a Compound Model Based on Wavelet Frame and Support Vector Regression

2008 Fourth International Conference on Natural Computation ◽

10.1109/icnc.2008.455 ◽

2008 ◽

Author(s):

Wensheng Dai ◽

Chi-Jie Lu

Keyword(s):

Time Series ◽

Support Vector Regression ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Wavelet Frame ◽

Financial Time ◽

Model Based ◽

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Research on financial time series forecasting model based on big data analysis

10.1117/12.2624566 ◽

2021 ◽

Author(s):

Xiaoyan Huang

Keyword(s):

Time Series ◽

Big Data ◽

Data Analysis ◽

Financial Time Series ◽

Big Data Analysis ◽

Time Series Forecasting ◽

Forecasting Model ◽

Financial Time ◽

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Financial Time Series Forecasting Model Based on EMD and Rolling Grey Model

2020 IEEE Workshop on Signal Processing Systems (SiPS) ◽

10.1109/sips50750.2020.9195218 ◽

2020 ◽

Author(s):

Binjing Li ◽

Fenggui Liu ◽

Jun Lin ◽

Zhongfeng Wang

Keyword(s):

Time Series ◽

Financial Time Series ◽

Time Series Forecasting ◽

Forecasting Model ◽

Financial Time ◽

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Financial time series forecasting based on wavelet kernel support vector machine

2012 8th International Conference on Natural Computation ◽

10.1109/icnc.2012.6234569 ◽

2012 ◽

Author(s):

Chao Huang ◽

Li-li Huang ◽

Ting-ting Han

Keyword(s):

Time Series ◽

Support Vector Machine ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Financial Time ◽

Kernel Support Vector Machine

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Financial Time Series Forecasting Using Support Vector Machine

2014 Tenth International Conference on Computational Intelligence and Security ◽

10.1109/cis.2014.22 ◽

2014 ◽

Author(s):

Bin Gui ◽

Xianghe Wei ◽

Qiong Shen ◽

Jingshan Qi ◽

Liqiang Guo

Keyword(s):

Time Series ◽

Support Vector Machine ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

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An improved method of support vector machine and its applications to financial time series forecasting *

Progress in Natural Science Materials International ◽

10.1080/10020070312331344260 ◽

2003 ◽

Vol 13 (9) ◽

pp. 696-700 ◽

Author(s):

Yanchun Liang ◽

Yanfeng Sun

Keyword(s):

Time Series ◽

Support Vector Machine ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Improved Method ◽

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Financial time series forecasting model based on CEEMDAN and LSTM

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2018.11.061 ◽

2019 ◽

Vol 519 ◽

pp. 127-139 ◽

Author(s):

Jian Cao ◽

Zhi Li ◽

Jian Li

Keyword(s):

Time Series ◽

Financial Time Series ◽

Time Series Forecasting ◽

Forecasting Model ◽

Financial Time ◽

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Support vector machine with adaptive parameters in financial time series forecasting

IEEE Transactions on Neural Networks ◽

10.1109/tnn.2003.820556 ◽

2003 ◽

Vol 14 (6) ◽

pp. 1506-1518 ◽

Author(s):

L.J. Cao ◽

F.E.H. Tay

Keyword(s):

Time Series ◽

Support Vector Machine ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Financial Time ◽

Adaptive Parameters

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Modified support vector machines in financial time series forecasting

Neurocomputing ◽

10.1016/s0925-2312(01)00676-2 ◽

2002 ◽

Vol 48 (1-4) ◽

pp. 847-861 ◽

Author(s):

Francis E.H. Tay ◽

L.J. Cao

Keyword(s):

Time Series ◽

Support Vector Machines ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Financial Time ◽

Vector Machines

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Feature Selection for Support Vector Machines in Financial Time Series Forecasting

Intelligent Data Engineering and Automated Learning — IDEAL 2000. Data Mining, Financial Engineering, and Intelligent Agents - Lecture Notes in Computer Science ◽

10.1007/3-540-44491-2_38 ◽

2000 ◽

pp. 268-273 ◽

Author(s):

L. J. Cao ◽

Francis E. H. Tay

Keyword(s):

Time Series ◽

Feature Selection ◽

Support Vector Machines ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Financial Time ◽

Vector Machines ◽

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