Integrating GA-based time-scale feature extractions with SVMs for stock index forecasting

No abstract is available for this paper.

• Publication year

  2008

• Venue

  Expert systems with applications

• Publication date

  2008-11-01

• Fields of study

  Business, Computer Science

• Identifiers
  DOI 10.1016/j.eswa.2007.09.027
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets

  2010cited by this paper
• A hybrid support vector machine regression for exchange rate prediction

  2006cited by this paper
• The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis

  2006cited by this paper
• Support vector machines : theory and applications

  2005cited by this paper
• Multiscale systematic risk

  2005cited by this paper
• A hybrid ARIMA and support vector machines model in stock price forecasting

  2005cited by this paper
• Wavelet-based beta estimation and Japanese industrial stock prices

  2005cited by this paper
• Support Vector Machines: Theory and Applications (Studies in Fuzziness and Soft Computing)

  2005cited by this paper
• Support vector machines for wind speed prediction

  2004cited by this paper
• International transmission of stock market movements: a wavelet analysis

  2004cited by this paper
• Forecasting of currency exchange rates using ANN: a case study

  2003influential reference
• The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses

  2003cited by this paper
• Wavelet Methods for Time Series Analysis

  2002cited by this paper
• Application of support vector machines in !nancial time series forecasting

  2001cited by this paper
• An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

  2001cited by this paper
• Scaling properties of foreign exchange volatility

  2001cited by this paper
• Multi-agent modeling of multiple FX-markets by neural networks

  2001cited by this paper
• A case study on using neural networks to perform technical forecasting of forex

  2000cited by this paper
• The Nature of Statistical Learning Theory

  2000influential reference
• An Introduction to Support Vector Machines and Other Kernel-based Learning Methods

  2000cited by this paper
• Advances in kernel methods: support vector learning

  1999cited by this paper
• DECOMPOSITION OF ECONOMIC RELATIONSHIPS BY TIMESCALE USING WAVELETS

  1998cited by this paper
• Wavelet Analysis of Commodity Price BehaviorbyRussell

  1998cited by this paper
• Neural network forecasting of the British pound/US dol-lar exchange rate

  1998cited by this paper
• A Stochastic Nonlinear Regression Estimator Using Wavelets

  1998cited by this paper
• The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income

  1998cited by this paper
• The analysis of foreign exchange data using waveform dictionaries

  1997cited by this paper
• Neural Network Models for Time Series Forecasts

  1996cited by this paper
• Stock market trend prediction using ARIMA-based neural networks

  1996cited by this paper
• Applied wavelet analysis with S-plus

  1996influential reference
• Performance of Neural Networks in Managerial Forecasting

  1993influential reference
• Feedforward Neural Nets as Models for Time Series Forecasting

  1993cited by this paper
• An Introduction to Wavelets

  1992cited by this paper
• Ten Lectures on Wavelets

  1992cited by this paper
• Generalized autoregressive conditional heteroskedasticity

  1986cited by this paper

• A Comparison Study of Single and Hybrid ARIMA, RF, SVR and ANN Models: The Turkish Residential Property Price Index

  2025cites this paper
• Analysis of multi-factor value investment strategy based on GA model

  2024cites this paper
• Empirical Study on Multi-Factor Quantitative Stock Selection Model Based on Support Vector Machine

  2024cites this paper
• Intelligent forecasting model of stock price using neighborhood rough set and multivariate empirical mode decomposition

  2023cites this paper
• Machine Learning-Based Time Series Prediction at Brazilian Stocks Exchange

  2023cites this paper
• Evaluating ensemble learning techniques for stock index trend prediction: a case of China

  2023cites this paper
• APSO-TA-LSTM: a long and short term memory model combining time attention and adaptive particle swarm optimization for stock forecasting

  2023cites this paper
• Multi-Step-Ahead Stock Index Prediction Based on a Novel Hybrid Model

  2023cites this paper
• Using Social Network Sentiment Analysis and Genetic Algorithm to Improve the Stock Prediction Accuracy of the Deep Learning-Based Approach

  2023influential citation
• Dynamic multivariate interval forecast in tourism demand

  2022cites this paper
• Prediction of the Change Points in Stock Markets Using DAE-LSTM

  2021cites this paper
• Integration of genetic algorithm with artificial neural network for stock market forecasting

  2021cites this paper
• Air Quality Forecasting with Hybrid LSTM and Extended Stationary Wavelet Transform

  2021cites this paper
• AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment

  2020cites this paper
• Forex trend forecasting based on long short term memory and its variations with hybrid activation functions

  2020influential citation
• A Machine Learning Algorithm to Predict Financial Investment

  2020cites this paper
• Recent Advances in Data Science: Third International Conference on Data Science, Medicine, and Bioinformatics, IDMB 2019, Nanning, China, June 22–24, 2019, Revised Selected Papers

  2020cites this paper
• Machine learning as an early warning system to predict financial crisis

  2020cites this paper
• A novel framework for stock trading signals forecasting

  2020cites this paper
• Evaluating the Performance of Machine Learning Algorithms in Financial Market Forecasting: A Comprehensive Survey

  2019cites this paper
• Locally Linear Embedding for High-Frequency Trading Marker Discovery

  2019cites this paper
• A Robust Regression-Based Stock Exchange Forecasting and Determination of Correlation Between Stock Markets

  2018cites this paper
• Multivariable case-based reason adaptation based on multiple-output support vector regression with similarity-related weight for parametric mechanical design

  2018cites this paper
• Integrating principle component analysis and weighted support vector machine for stock trading signals prediction

  2018cites this paper
• Incorporating Markov decision process on genetic algorithms to formulate trading strategies for stock markets

  2017cites this paper
• A Robust Time Series Prediction Model Using POMDP and Data Analysis

  2017cites this paper
• A feature weighted support vector machine and K-nearest neighbor algorithm for stock market indices prediction

  2017cites this paper
• Ecological Evaluation of Land Intensive Use Based on TOPSIS-PSOSVM Intelligent Integration and Prospect of the Big Data

  2017cites this paper
• Forecasting Financial Time Series with Grammar‐Guided Feature Generation

  2017cites this paper
• GUOTAO WANG et al: DEMAND FORECASTING ABOUT GALVANIZED PIPE BASED ON SVM

  2016cites this paper
• A Nonlinear Autoregressive Model with Exogenous Variables Neural Network for Stock Market Timing: The Candlestick Technical Analysis

  2016cites this paper
• Electric Load Forecasting Based on a Least Squares Support Vector Machine with Fuzzy Time Series and Global Harmony Search Algorithm

  2016cites this paper
• A hybrid integrated architecture for energy consumption prediction

  2016cites this paper
• A reduced pricing model for mezzanine financing based on options and support vector machines

  2016cites this paper
• Predicting stock market index using fusion of machine learning techniques

  2015cites this paper
• Using causal discovery for feature selection in multivariate numerical time series

  2015cites this paper
• FORECASTING FINANCIAL TIME-SERIES WITH GRAMMAR GUIDED FEATURE GENERATION

  2015cites this paper
• Artificial Neural Networks endowed with External Factors for Forecasting Foreign Exchange Rate

  2015cites this paper
• Grammar Based Feature Generation

  2015cites this paper
• A Novel Multivariate Denoising Method for Improved Index Tracking Based on Empirical Mode Decomposition and Principle Components Analysis

  2014cites this paper
• Piecewise evolutionary segmentation for feature extraction in time series models

  2014cites this paper
• A Hybrid Approach by Integrating Brain Storm Optimization Algorithm with Grey Neural Network for Stock Index Forecasting

  2014cites this paper
• Integrated Model of Multiple Kernel Learning and Differential Evolution for EUR/USD Trading

  2014cites this paper
• Investigation of Time Series Representations and Similarity Measures for Structural Damage Pattern Recognition

  2013cites this paper
• Hybrid of Genetic Algorithm and Simulated Annealing for Support Vector Regression Optimization in Rainfall Forecasting

  2013cites this paper
• Case based time series prediction using biased time warp distance for electrical evoked potential forecasting in visual prostheses

  2013cites this paper
• Nonlinear volatility models in economics: smooth transition and neural network augmented GARCH, APGARCH, FIGARCH and FIAPGARCH models

  2012cites this paper
• DATA DRIVEN INTELLIGENT AGENT NETWORKS FOR ADAPTIVE MONITORING AND CONTROL

  2012cites this paper
• Risk Management in the Australian Stock Market using Artificial Neural Networks

  2012cites this paper
• Adaptive Fourier Decomposition based automatic stock movement forecasting system

  2012cites this paper
• A novel hybrid Genetic Algorithm and Simulated Annealing for feature selection and kernel optimization in support vector regression

  2012cites this paper
• A Hybrid Algorithm for Text Classification Problem

  2012cites this paper
• Combining Artificial Intelligence with Non-linear Data Processing Techniques for Forecasting Exchange Rate Time Series

  2012cites this paper
• Save the best for last? The treatment of dominant predictors in financial forecasting

  2012cites this paper
• Exchange rate prediction with multilayer perceptron neural network using gold price as external factor

  2012influential citation
• A Novel Time-Scale Feature Based Hybrid Portfolio Selection Model for Index Fund

  2011cites this paper
• Using Gaussian process based kernel classifiers for credit rating forecasting

  2011cites this paper
• Computational models for short-term prediction of the stock market

  2011cites this paper
• Neural Network Ensemble Model Using PPR and LS-SVR for Stock Market Forecasting

  2011cites this paper
• Electrical evoked potentials prediction model in visual prostheses based on support vector regression with multiple weights

  2011cites this paper
• Daily Rainfall Prediction with SVR Using a Novel Hybrid PSO-SA Algorithms

  2011cites this paper
• Continuous dynamic optimisation using evolutionary algorithms

  2011cites this paper
• Integration of similarity measurement and dynamic SVM for electrically evoked potentials prediction in visual prostheses research

  2011cites this paper
• Design and Simulation of a prediction algorithm based on wavelet support vector machine

  2011cites this paper
• A Modified Support Vector Machine model for Credit Scoring

  2010cites this paper
• A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems

  2010cites this paper
• A Novel Hybrid Particle Swarm Optimization for Feature Selection and Kernel Optimization in Support Vector Regression

  2010cites this paper
• Financial time series forecasting with machine learning techniques: a survey

  2010influential citation
• Classifying structural condition of deteriorating stormwater pipes using support vector machine

  2010cites this paper
• Chaos-based support vector regressions for exchange rate forecasting

  2010cites this paper
• Tourism demand forecasting by support vector regression and genetic algorithm

  2009cites this paper
• Application of GA-SVM time series prediction in tax forecasting

  2009cites this paper