PANK-A financial time series prediction model integrating principal component analysis, affinity propagation clustering and nested k-nearest neighbor regression-Reference-Cited by-同舟云学术

PANK-A financial time series prediction model integrating principal component analysis, affinity propagation clustering and nested k-nearest neighbor regression

Published:2018-03-27 Issue:3 Volume:21 Page:717-728
ISSN:0972-0502
Container-title:Journal of Interdisciplinary Mathematics
language:en
Short-container-title:Journal of Interdisciplinary Mathematics

Author:

Tang Li¹,Pan Heping²,Yao Yiyong³

Affiliation:

1. School of Management and Economics, University of Electronic Science and Technology of China, Chengdu, China

2. Intelligent Finance Research Center, Chongqing Institute of Finance, Chongqing, China,

3. Tianfu College, Southwestern University of Finance and Economics, Chengdu, China,

Publisher

Informa UK Limited

Subject

Applied Mathematics,Analysis

Link

https://www.tandfonline.com/doi/pdf/10.1080/09720502.2018.1456825

Reference17 articles.

1. Forecasting Inflation: Autoregressive Integrated Moving Average Model

2. Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes

3. Volatility forecasting via SVR–GARCH with mixture of Gaussian kernels

4. Financial time series prediction using hybrids of chaos theory, multi-layer perceptron and multi-objective evolutionary algorithms

5. Combining wavelet-based feature extractions with SVMs for financial time series forecasting

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