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 forecastin...
| Main Authors: | , , , , |
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| Format: | Journal Article |
| Published: |
Elsevier
2012
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/26170 |
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