A Feature Fusion Based Forecasting Model for Financial Time Series

Dynamic Orthogonal Components for Multivariate Time Series

(2012) David S. Matteson et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Coevolution of lags and RBFNs for time series forecasting: L-Co-R algorithm

(2011) E. Parras-Gutierrez et al.   SOFT COMPUTING

Forecasting stock markets using wavelet transforms and recurrent neural networks: An integrated system based on artificial bee colony algorithm

(2010) Tsung-Jung Hsieh et al.   APPLIED SOFT COMPUTING

A method for automatic stock trading combining technical analysis and nearest neighbor classification

(2010) Lamartine Almeida Teixeira et al.   EXPERT SYSTEMS WITH APPLICATIONS

Financial time series forecasting using independent component analysis and support vector regression

(2009) Chi-Jie Lu et al.   DECISION SUPPORT SYSTEMS

Surveying stock market forecasting techniques – Part II: Soft computing methods

(2008) George S. Atsalakis et al.   EXPERT SYSTEMS WITH APPLICATIONS

Dimensionality reduction based on ICA for regression problems

(2008) Nojun Kwak et al.   NEUROCOMPUTING

Model optimizing and feature selecting for support vector regression in time series forecasting

(2008) Wenwu He et al.   NEUROCOMPUTING