Forecasting stock volatility process using improved least square support vector machine approach

A new feature selection method to improve the document clustering using particle swarm optimization algorithm

(2018) Laith Mohammad Abualigah et al.   Journal of Computational Science

Unsupervised text feature selection technique based on hybrid particle swarm optimization algorithm with genetic operators for the text clustering

(2017) Laith Mohammad Abualigah et al.   JOURNAL OF SUPERCOMPUTING

Modeling and predicting historical volatility in exchange rate markets

(2017) Salim Lahmiri   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Nonparallel least square support vector machine for classification

(2016) Jiang Zhao et al.   APPLIED INTELLIGENCE

Application of artificial neural network for the prediction of stock market returns: The case of the Japanese stock market

(2016) Mingyue Qiu et al.   CHAOS SOLITONS & FRACTALS

An Effective Computational Model for Bankruptcy Prediction Using Kernel Extreme Learning Machine Approach

(2016) Dong Zhao et al.   Computational Economics

A variational mode decompoisition approach for analysis and forecasting of economic and financial time series

(2016) Salim Lahmiri   EXPERT SYSTEMS WITH APPLICATIONS

Forecasting volatility of oil price using an artificial neural network-GARCH model

(2016) Werner Kristjanpoller et al.   EXPERT SYSTEMS WITH APPLICATIONS

Integrating metaheuristics and Artificial Neural Networks for improved stock price prediction

(2016) Mustafa Göçken et al.   EXPERT SYSTEMS WITH APPLICATIONS

Interest rate next-day variation prediction based on hybrid feedforward neural network, particle swarm optimization, and multiresolution techniques

(2016) Salim Lahmiri   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Forecasting Tehran stock exchange volatility; Markov switching GARCH approach

(2016) Esmaiel Abounoori et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

A new data classification method based on chaotic particle swarm optimization and least square-support vector machine

(2015) Fang Liu et al.   CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS

Application of artificial neural network models and principal component analysis method in predicting stock prices on Tehran Stock Exchange

(2015) Javad Zahedi et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

A comparative analysis of the predictive power of implied volatility indices and GARCH forecasted volatility

(2015) Sónia R. Bentes   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: New evidence

(2015) Sonia R. Bentes   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

A two-phased and Ensemble scheme integrated Backpropagation algorithm

(2014) Qun Dai et al.   APPLIED SOFT COMPUTING

A unified SVM framework for signal estimation

(2013) José Luis Rojo-Álvarez et al.   DIGITAL SIGNAL PROCESSING

Volatility forecast using hybrid Neural Network models

(2013) Werner Kristjanpoller et al.   EXPERT SYSTEMS WITH APPLICATIONS

Modeling natural gas market volatility using GARCH with different distributions

(2013) Xiaodong Lv et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

A New Particle Swarm Optimization Method Enhanced With a Periodic Mutation Strategy and Neural Networks

(2012) Y. Volkan Pehlivanoglu   IEEE TRANSACTIONS ON EVOLUTIONARY COMPUTATION

A hybrid model of self-organizing maps (SOM) and least square support vector machine (LSSVM) for time-series forecasting

(2011) Shuhaida Ismail et al.   EXPERT SYSTEMS WITH APPLICATIONS

Multi-basin particle swarm intelligence method for optimal calibration of parametric Lévy models

(2011) Seungho Yang et al.   EXPERT SYSTEMS WITH APPLICATIONS

A hybrid modeling approach for forecasting the volatility of S&P 500 index return

(2011) E. Hajizadeh et al.   EXPERT SYSTEMS WITH APPLICATIONS

A generalized asymmetric Student- distribution with application to financial econometrics

(2010) Dongming Zhu et al.   JOURNAL OF ECONOMETRICS

Volatility model based on multi-stock index for TAIEX forecasting

(2008) Ching-Hsue Cheng et al.   EXPERT SYSTEMS WITH APPLICATIONS

Improving forecasts of GARCH family models with the artificial neural networks: An application to the daily returns in Istanbul Stock Exchange

(2008) Melike Bildirici et al.   EXPERT SYSTEMS WITH APPLICATIONS

New hybrid methodology for stock volatility prediction

(2007) Chih-Hsiung Tseng et al.   EXPERT SYSTEMS WITH APPLICATIONS