Financial Time Series Forecasting using Nonlinear Independent Component Analysis, Particle Swarm Optimization and Support Vector Regression
碩士 === 國立臺北科技大學 === 商業自動化與管理研究所 === 98 === Stock market is complicated and sensitive, which could be easily influenced by many factors. Due to there are nonlinear relationships between these factors and exist noise, using raw data to make predictions often cannot obtain good performance. So, we empl...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/446ay9 |