tailieunhanh - A hybrid model of machine learning regression and swarm intelligence for stock price forecast in Vietnam

In recent years, financial time series forecasts have become a challenging issue and attracted many researchers. This study develops a novel hybrid model to forecast stock price in Vietnam Stock Exchange. The least squares support vector regression (LSSVR), a machine learning technique, is utilized as a forecast model. A swarm intelligence – firefly algorithm (FA), is applied to optimize hyperparameters of the LSSVR for improving forecast accuracy. |

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