Particle Swarm Optimized Multi-Output Support Vector Regression for Interval-Valued Forecasts of Exchange Rates

碩士 === 國立臺灣科技大學 === 營建工程系 === 107 === By providing a range of values rather than a point estimate, accurate interval forecasting is essential to the success of investment decisions in exchange rate markets. This study develops a sliding-window metaheuristic optimization for interval-valued time seri...

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Bibliographic Details
Main Authors: Le Thi Thuy Linh, 李翠玲
Other Authors: Jui-Sheng Chou
Format: Others
Language:en_US
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/u7u4nb