The motivation of this paper is to introduce a short term adaptive model (Partial Swarm Optimizer combined with linear and nonlinear models when applied to the task of forecasting and trading the daily closing returns of the FTSE100 exchange traded funds (ETFs). This is done by benchmarking its...

Traditional time series forecasting models are difficult to capture the nonlinear patterns. Support vector regression (SVR) has been successfully used to solve nonlinear regression and times series problems. However, parameters determination for a SVR model is competent to the forecasting...

In the car-rental industry, it is generally assumed that a 1% increase in price contributes an 8% profit increment. Therefore, pricing is of priority concern in revenue management. Accurately forecasting monthly revenue per unit (RPU) (per car) has received increasing attention owing to its...