相关论文: LSSVM-ABC Algorithm for Stock Price prediction

We propose Model Swarms, a collaborative search algorithm to adapt LLMs via swarm intelligence, the collective behavior guiding individual systems. Specifically, Model Swarms starts with a pool of LLM experts and a utility function. Guided…

Application of fuzzy support vector machine in stock price forecast. Support vector machine is a new type of machine learning method proposed in 1990s. It can deal with classification and regression problems very successfully. Due to the…

In general, the pricing of variable annuities with guarantees can be done by solving the corresponding optimal stochastic control problem if the contract withdrawal strategy is assumed to be optimal. This is typically solved as a dynamic…

Many studies have shown that there are regularities in the way human beings make decisions. However, our ability to obtain models that capture such regularities and can accurately predict unobserved decisions is still limited. We tackle…

Approximate Bayesian Computation (ABC) is a popular inference method when likelihoods are hard to come by. Practical bottlenecks of ABC applications include selecting statistics that summarize the data without losing too much information or…

Stochastic systems in biology often exhibit substantial variability within and between cells. This variability, as well as having dramatic functional consequences, provides information about the underlying details of the system's behaviour.…

In recent years, methods of approximate parameter estimation have attracted considerable interest in complex problems where exact likelihoods are hard to obtain. In their most basic form, Bayesian methods such as Approximate Bayesian…

Approximate Bayesian computation (ABC) is now an established technique for statistical inference used in cases where the likelihood function is computationally expensive or not available. It relies on the use of a~model that is specified in…

Particle Swarm Optimization (PSO) is an Evolutionary Algorithm (EA) that utilizes a swarm of particles to solve an optimization problem. Slow Intelligence System (SIS) is a learning framework which slowly learns the solution to a problem…

Accurate prediction of stock market trends is crucial for informed investment decisions and effective portfolio management, ultimately leading to enhanced wealth creation and risk mitigation. This study proposes a novel approach for…

Support vector machine modeling is a new approach in machine learning for classification showing good performance on forecasting problems of small samples and high dimensions. Later, it promoted to Support Vector Regression (SVR) for…

In this paper, a time series algorithm based on Genetic Algorithm (GA) and Long Short-Term Memory Network (LSTM) optimization is used to forecast stock prices effectively, taking into account the trend of the big data era. The data are…

This paper proposes a novel trading system which plays the role of an artificial counselor for stock investment. In this paper, the stock future prices (technical features) are predicted using Support Vector Regression. Thereafter, the…

As the number of publicly traded companies as well as the amount of their financial data grows rapidly, it is highly desired to have tracking, analysis, and eventually stock selections automated. There have been few works focusing on…

Supervised classification is the most active and emerging research trends in today's scenario. In this view, Artificial Neural Network (ANN) techniques have been widely employed and growing interest to the researchers day by day. ANN…

Approximate Bayesian computation (ABC) or likelihood-free inference algorithms are used to find approximations to posterior distributions without making explicit use of the likelihood function, depending instead on simulation of sample data…

Support vector machines (SVMs) are popular learning algorithms to deal with binary classification problems. They traditionally assume equal misclassification costs for each class; however, real-world problems may have an uneven class…

A series of modified cognitive-only particle swarm optimization (PSO) algorithms effectively mitigate premature convergence by constructing distinct vectors for different particles. However, the underutilization of these constructed vectors…

Stock exchanges are considered major players in financial sectors of many countries. Most Stockbrokers, who execute stock trade, use technical, fundamental or time series analysis in trying to predict stock prices, so as to advise clients.…

Agent Based Modelling (ABM) is a computational framework for simulating the behaviours and interactions of autonomous agents. As Agent Based Models are usually representative of complex systems, obtaining a likelihood function of the model…