Volatility forecasting using support vector regression and a hybrid genetic algorithm
Guillermo Santamaría-Bonfil; Juan Frausto-Solís; Ignacio Vázquez-Rodarte
| Year of publication: |
2015
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|---|---|
| Authors: | Santamaría-Bonfil, Guillermo ; Frausto-Solís, Juan ; Vázquez-Rodarte, Ignacio |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 45.2015, 1, p. 111-133
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| Subject: | Support vector regression | Genetic algorithm | Boltzmann selection | Chaotic number generator | Parameter optimization | Volatility forecasting | Evolutionärer Algorithmus | Evolutionary algorithm | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | Regressionsanalyse | Regression analysis | Mustererkennung | Pattern recognition | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010511334