Forecasting stock prices using hidden Markov models and support vector regression with firefly algorithm

Forecasting stock prices using hidden Markov models and support vector regression with firefly algorithm

Many models have been proposed for forecasting stock prices. One is the Autoregressive Integrated Moving Average (ARIMA) model which is extensively used in the fields of economics and finance (Ariyo et al., 2014). In the Philippines, the Philippine Stock Exchange (PSE) forecasts future stock price m...

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書目詳細資料
Main Authors:	Cantuba, Joshua Reno S., Nicolas, Patrick Emilio U.
格式:	text
語言:	English
出版:	Animo Repository 2016
主題:	Stocks > Prices > Philippines Markov processes Hidden Markov models Box-Jenkins forecasting MAD (Computer program language) Regression analysis Algorithms Mathematics
在線閱讀:	https://animorepository.dlsu.edu.ph/etd_bachelors/18393
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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