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

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...

Full description

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

Similar Items

Interval Forecasting of Financial Time Series by Accelerated Particle Swarm-Optimized Multi-Output Machine Learning System
by: Jui-Sheng Chou, et al.
Published: (2020-01-01)

Support Vector Regression with Interval-Input Interval-Output
by: Wensen An, et al.
Published: (2008-12-01)

Optimizing Tourism Demand Forecasting through Support Vector Regression and Particle Swarm Optimization
by: LI, CHIEN-WEI, et al.
Published: (2017)

Extended Twin Support Vector Regression via Particle Swarm Optimization for the Interval Data
by: CHEN, CHIA-WEI, et al.
Published: (2018)

Particle Swarm Optimization-Based Support Vector Regression for Tourist Arrivals Forecasting
by: Hsiou-Hsiang Liu, et al.
Published: (2018-01-01)

Classified Support Vector Regression with Particle Swarm Optimization to Forecast Bikes of Youbike Stations
by: Wu, Guan-Yi, et al.
Published: (2018)

Particle Swarm Optimization-Enhanced Twin Support Vector Regression for Wind Speed Forecasting
by: Houssein Essam H.
Published: (2017-11-01)

Forecasting Inflation Rate Using Support Vector Regression (SVR) Based Weight Attribute Particle Swarm Optimization (WAPSO)
by: Erlin Mega Priliani, et al.
Published: (2018-11-01)

Forecasting Exchange Rates using Integration of Particle Swarm Optimization and Neural Networks
by: Wen-Yan, Tzeng, et al.
Published: (2009)

An interval-valued stock index forecasting model based on information of interval and support vector regression
by: Hui-Wen Li, et al.
Published: (2018)

Forecasting Agricultural Output Based on Support Vector Regression and Climate Data
by: JHENG, TING-ZUO, et al.
Published: (2017)

Sliding-Window Forecasting of Foreign Exchange Rates with Nature-inspired Metaheuristic Optimization-based Least Squares Support Vector Regression
by: Truong Thi Thu Ha, et al.
Published: (2016)

Hybrid Support Vector Regression and Autoregressive Integrated Moving Average Models Improved by Particle Swarm Optimization for Property Crime Rates Forecasting with Economic Indicators
by: Razana Alwee, et al.
Published: (2013-01-01)

Hybrid support vector regression and autoregressive integrated moving average models improved by particle swarm optimization for property crime rates forecasting with economic indicators
by: Alwee, Razana, et al.
Published: (2013)

Financial Time Series Forecasting using Nonlinear Independent Component Analysis, Particle Swarm Optimization and Support Vector Regression
by: Cheng-Jui Fan, et al.
Published: (2010)

Construction of interval-valued forecasting model based on support vector regression and information content of interval
by: Wen-Lung Tsai, et al.
Published: (2016)

The Index Prediction of Tehran Stock Exchange by Combining the Principal Components Analysis, Support Vector Regression and Particle Swarm Optimization
by: Reza Raee, et al.
Published: (2017-02-01)

Particle Swarm Optimized–Support Vector Regression Hybrid Model for Daily Horizon Electricity Demand Forecasting Using Climate Dataset
by: Mohanad S AL-Musaylh, et al.
Published: (2018-01-01)

AI-HydSu: An advanced hybrid approach using support vector regression and particle swarm optimization for dissolved oxygen forecasting
by: Dashe Li, et al.
Published: (2021-05-01)

Applying Support Vector Regression and Particle Swarm Algorithm on Optimal Operation of HVAC
by: Jian-An Lin, et al.
Published: (2016)

A hybrid model of grey relational analysis, particle swarm optimization and support vector regression in forecasting perishable commodities sales volume
by: LAN, HAO-HUA, et al.
Published: (2016)

Empirical mode decomposition-based least squares support vector regression for foreign exchange rate forecasting
by: Lin, Tzu-Yu, et al.
Published: (2013)

Power Load Forecasting of General Regression Neural Network Based on Particle Swarm Optimization
by: Wei Wang
Published: (2018-07-01)

A Study on Performance Analysis and Water Chiller by Using Particle Swarm Optimization and Support Vector Regression
by: TsungLin Li, et al.

Forecasting Short-Term Power Output of Photovoltaic Systems Based on Support Vector Regression
by: Yi-Song Lin, et al.
Published: (2019)

Forecasting of PV Power Output Based on SupportVector Regression and Fuzzy Inference Approach
by: Yi-ShiangPai, et al.
Published: (2013)

Daily River Flow Forecasting with Hybrid Support Vector Machine - Particle Swarm Optimization
by: IOP, et al.
Published: (2018)

Daily River Flow Forecasting with Hybrid Support Vector Machine - Particle Swarm Optimization
by: Malek, M.A, et al.
Published: (2018)

Wavelet-based Relevance Vector Regression Model Coupled with Phase Space Reconstruction for Exchange Rate Returns Forecasting
by: 謝佳勳
Published: (2010)

Renewable Power Output Forecasting Using Least-Squares Support Vector Regression and Google Data
by: Kuen-Suan Chen, et al.
Published: (2019-05-01)

Forecasting Agricultural Output Using Marriage in Honey Bees Optimization and Support Vector Regression Model
by: Ya-Ting Yu, et al.
Published: (2014)

Bandwidth Prediction based on Nu-Support Vector Regression and Parallel Hybrid Particle Swarm Optimization
by: Liang Hu, et al.
Published: (2010-04-01)

Particle Swarm Optimization-Based Support Vector Regression and its Application in Diagnostics for Semiconductor Manufacturing
by: Shao-Ming Lu, et al.
Published: (2009)

Short-term power load forecasting based on support vector machine and particle swarm optimization
by: Song Qiang, et al.
Published: (2018-10-01)

Forecasting Exchange Rate Using Support Vector Regression Base on Genetic Algorithm—A Case Study of EUR/USD
by: Chen, Yu-Jung, et al.
Published: (2019)

A Particle Swarm Optimization With Hybrid Interval Search
by: Guan-Chun Ma, et al.
Published: (2018)

A hybrid particle swarm optimization and support vector regression model for financial time series forecasting- Empirical results from Nikkei 225 Index and Taiwan Stock Exchange Capitalization Weighted Stock Index
by: Shu-Yao Hsu, et al.
Published: (2006)

Integrated support vector regression and an improved particle swarm optimization-based model for solar radiation prediction.
by: Hamidreza Ghazvinian, et al.
Published: (2019-01-01)

Identification of heat-integrated distillation column using hybrid support vector regression and particle swarm optimization
by: Jaleel Abdul E., et al.
Published: (2018-01-01)

Dynamic Heat Supply Prediction Using Support Vector Regression Optimized by Particle Swarm Optimization Algorithm
by: Meiping Wang, et al.
Published: (2016-01-01)