.png){kind=icon}
返回
Support vector regression with modified firefly algorithm for stock price forecasting
.png){kind=icon}
PRE
AI
DOI：10.1007/s10489-018-1351-7.png)
.png){kind=icon}
原文求助.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
The support vector regression (SVR) has been employed to deal with stock price forecasting problems. However, the selection of appropriate kernel parameters is crucial to obtaining satisfactory forecasting performance. This paper proposes a novel approach for forecasting stock prices by combining the SVR with the firefly algorithm (FA). The proposed forecasting model has two stages. In the first stage, to enhance the global convergence speed, a modified version of the FA, which is termed the MFA, is developed in which the dynamic adjustment strategy and the opposition-based chaotic strategy are introduced. In the second stage, a hybrid SVR model is proposed and combined with the MFA for stock price forecasting, in which the MFA is used to optimize the SVR parameters. Finally, comparative experiments are conducted to show the applicability and superiority of the proposed methods. Experimental results show the following: (1) Compared with other algorithms, the proposed MFA algorithm possesses superior performance, and (2) The proposed MFA-SVR prediction procedure can be considered as a feasible and effective tool for forecasting stock prices.
Keyword:
Stock price forecasting
Support vector regression
Firefly algorithm
Opposition-based learning
Chaotic
AI总结
对已上传原文的论文进行重点信息的提取，主要内容包括：简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
3.5
论文数:
7.6K
被引数:
1.7W
机构
引用论文
Contrasting Foraging Patterns: Testing Resource-Concentration and Dilution Effects with Pollinators and Seed Predators.png)
Insects
OAAI
InsectsIF0
OAAI分享收藏Improved v -Support vector regression model based on variable selection and brain storm optimization for stock price forecasting基于变量选择和头脑风暴优化的改进v-支持向量回归模型的股价预测
PREAI
分享收藏Particle swarm optimization for parameter determination and feature selection of support vector machines粒子群优化算法在支持向量机参数确定与特征选择中的应用
PREAI
分享收藏分享收藏
A multiple-kernel support vector regression approach for stock market price forecasting基于多核支持向量回归的股票市场价格预测方法
PREAI
分享收藏分享收藏
查看更多内容