Forecasting leading industry stock prices based on a hybrid time-series forecast model.

ABSTRACT: Many different time-series methods have been widely used in forecast stock prices for earning a profit. However, there are still some problems in the previous time series models. To overcome the problems, this paper proposes a hybrid time-series model based on a feature selection method for forecasting the leading industry stock prices. In the proposed model, stepwise regression is first adopted, and multivariate adaptive regression splines and kernel ridge regression are then used to select the key features. Second, this study constructs the forecasting model by a genetic algorithm to optimize the parameters of support vector regression. To evaluate the forecasting performance of the proposed models, this study collects five leading enterprise datasets in different industries from 2003 to

SUBMITTER: Tsai MC 

PROVIDER: S-EPMC6312251 | biostudies-literature | 2018

REPOSITORIES: biostudies-literature