New efficient hybrid candlestick technical analysis model for stock market timing on the basis of the Support Vector Machine and Heuristic Algorithms of Imperialist Competition and Genetic

作者:

Highlights:

• Developing two innovative and structurally different hybrid forecasting models.

• Practicing stock market timing with the new models in comparison to the base study.

• Inventive application of the Support Vector Machine and Heuristic Algorithms.

• Application of Adaptive Japanese Candlestick concept for attribute generation.

摘要

•Developing two innovative and structurally different hybrid forecasting models.•Practicing stock market timing with the new models in comparison to the base study.•Inventive application of the Support Vector Machine and Heuristic Algorithms.•Application of Adaptive Japanese Candlestick concept for attribute generation.

论文关键词:Finance,Stock market forecasting,Candlestick technical analysis,Support Vector Machine,Imperialist Competition Algorithm,Genetic Algorithm

论文评审过程:Received 22 May 2017, Revised 16 August 2017, Accepted 9 October 2017, Available online 11 October 2017, Version of Record 5 November 2017.

论文官网地址:https://doi.org/10.1016/j.eswa.2017.10.023