| GARCH-LSSVM Coupled Predication Model and Its Application on Stock Index Forecasting | |
| Hu, Xiao-xu; Zhang, Meng-qi; Jiang, Xin | |
| 2017 | |
| 会议名称 | INTERNATIONAL CONFERENCE ON MATHEMATICS, MODELLING AND SIMULATION TECHNOLOGIES AND APPLICATIONS (MMSTA 2017) |
| 会议日期 | 2017-01-01 |
| 关键词 | Generalized auto-regressive conditional heteroscedastic (GARCH) Least square support vector machine (LSSVM) Coupled prediction algorithm Stock index forecasting Technical indicators |
| 卷号 | 215 |
| 页码 | 222-228 |
| 收录类别 | CPCI-S |
| URL标识 | 查看原文 |
| WOS记录号 | WOS:000466411000035 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/5942742 |
| 专题 | 北京航空航天大学 |
| 推荐引用方式 GB/T 7714 | Hu, Xiao-xu,Zhang, Meng-qi,Jiang, Xin. GARCH-LSSVM Coupled Predication Model and Its Application on Stock Index Forecasting[C]. 见:INTERNATIONAL CONFERENCE ON MATHEMATICS, MODELLING AND SIMULATION TECHNOLOGIES AND APPLICATIONS (MMSTA 2017). 2017-01-01. |
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