Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting
Extending the MSVR to the scenario of interval-valued time series forecasting. The parameters of MSVR are tuned using firefly algorithm (abbreviated to FA-MSVR). Assessing the forecasting ability of FA-MSVR on statistical and economic criteria. The experimental analysis is based on one- and multi-step-ahead forecasts. FA-MSVR is a promising method for interval forecasting of financial time series.
multiple-output support vector regression firefly algorithm stock price forecasting interval-valued data trading strategy